-32.3%
EPAM vs CASY
+154.8%
-187.1%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +20.6% | +2.2% | +18.5% | +20.5% |
| 7D | +23.0% | +1.8% | +21.2% | +22.9% |
| 30D | +51.6% | +11.2% | +40.4% | +50.6% |
| 3M | +50.8% | -19.1% | +69.9% | +52.4% |
| 6M | +51.1% | -19.9% | +71.0% | +53.6% |
| YTD | -19.1% | +25.2% | -44.3% | -24.0% |
| 1Y | +3.0% | +31.6% | -28.6% | -4.5% |
| All | -32.3% | +154.8% | -187.1% | -44.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling