+163.4%
EPAM vs CASY
+555.0%
-391.7%
-89.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.2% | -0.6% |
| 7D | +2.4% | +3.6% | -1.1% | +1.4% |
| 30D | +42.3% | +9.1% | +33.3% | +38.9% |
| 3M | +60.7% | -16.5% | +77.2% | +68.1% |
| 6M | +80.5% | -19.7% | +100.2% | +89.4% |
| YTD | -20.4% | +29.3% | -49.6% | -29.8% |
| 1Y | -9.6% | +33.1% | -42.7% | -21.3% |
| 3Y | -30.5% | +158.5% | -189.0% | -54.2% |
| 5Y | -75.7% | +266.7% | -342.4% | -86.4% |
| All | +163.4% | +555.0% | -391.7% | +13.0% |
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