-1.1%
EPAM vs CAI
-14.7%
+13.5%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.8% | +3.4% | -0.5% |
| 7D | +2.4% | -8.7% | +11.1% | +2.3% |
| 30D | +42.3% | -23.8% | +66.2% | +40.7% |
| 3M | +60.7% | +3.9% | +56.8% | +54.7% |
| 6M | +80.5% | +56.8% | +23.7% | +66.9% |
| YTD | -20.4% | -14.6% | -5.8% | -22.6% |
| 1Y | -9.6% | -5.2% | -4.4% | -12.1% |
| All | -1.1% | -14.7% | +13.5% | -3.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling