-9.0%
EPAM vs CASY
+31.5%
-40.5%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.0% | +1.7% | +0.5% |
| 7D | -1.1% | +2.5% | -3.6% | -0.9% |
| 30D | +41.8% | +10.2% | +31.6% | +43.2% |
| 3M | +63.4% | -15.7% | +79.1% | +58.0% |
| 6M | +72.2% | -18.4% | +90.6% | +66.4% |
| YTD | -20.0% | +28.3% | -48.3% | -14.5% |
| 1Y | -9.0% | +32.6% | -41.6% | -2.0% |
| All | -9.0% | +31.5% | -40.5% | -2.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling