+159.6%
EPAM vs CASY
+565.2%
-405.6%
-89.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.2% | -3.0% | -1.4% |
| 7D | +18.5% | +5.8% | +12.7% | +16.7% |
| 30D | +44.0% | +10.7% | +33.3% | +40.0% |
| 3M | +63.0% | -13.9% | +76.9% | +69.0% |
| 6M | +67.3% | -18.4% | +85.7% | +74.5% |
| YTD | -20.5% | +29.6% | -50.2% | -29.9% |
| 1Y | -9.6% | +32.8% | -42.4% | -21.2% |
| 3Y | -30.8% | +162.3% | -193.1% | -54.6% |
| 5Y | -75.6% | +265.0% | -340.7% | -86.3% |
| 10Y | +159.6% | +555.4% | -395.8% | +12.0% |
| All | +159.6% | +565.2% | -405.6% | +12.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CASY.
Daily Out/Under-Performance
Portfolio return minus CASY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CASY 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 10y: compounded portfolio wealth divided by compounded CASY 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…
10y analysis · Full analysis span regression · 6 months rolling