+162.6%
EPAM vs CASY
+553.2%
-390.6%
-89.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.3% | -3.6% | -3.8% |
| 7D | +13.4% | +1.1% | +12.3% | +13.1% |
| 30D | +47.1% | +8.7% | +38.4% | +43.8% |
| 3M | +71.2% | -17.3% | +88.5% | +79.5% |
| 6M | +48.9% | -19.7% | +68.7% | +55.9% |
| YTD | -22.2% | +24.8% | -47.1% | -30.7% |
| 1Y | -5.2% | +31.9% | -37.1% | -17.4% |
| 3Y | -34.9% | +155.4% | -190.3% | -57.1% |
| 5Y | -77.4% | +250.6% | -328.0% | -87.1% |
| All | +162.6% | +553.2% | -390.6% | +13.2% |
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