-9.6%
EPAM vs CAI
-3.0%
-6.6%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -1.0% | -0.8% |
| 7D | +18.5% | -26.3% | +44.8% | +18.2% |
| 30D | +44.0% | -17.5% | +61.6% | +41.7% |
| 3M | +63.0% | +5.8% | +57.1% | +55.0% |
| 6M | +67.3% | +53.6% | +13.6% | +50.8% |
| YTD | -20.5% | -9.2% | -11.3% | -20.0% |
| All | -9.6% | -3.0% | -6.6% | -10.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded CAI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling