-5.2%
EPAM vs CASY
+32.0%
-37.2%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.3% | -3.6% | -3.9% |
| 7D | +13.4% | +1.1% | +12.3% | +13.4% |
| 30D | +47.1% | +8.7% | +38.4% | +48.4% |
| 3M | +71.2% | -17.3% | +88.5% | +65.6% |
| 6M | +48.9% | -19.7% | +68.7% | +44.3% |
| YTD | -22.2% | +24.8% | -47.1% | -17.8% |
| 1Y | -5.2% | +31.9% | -37.1% | +0.5% |
| All | -5.2% | +32.0% | -37.2% | +0.5% |
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