-77.8%
EPAM vs CASY
+250.1%
-327.9%
-89.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.3% | -3.6% | -3.8% |
| 7D | +13.4% | +1.1% | +12.3% | +13.2% |
| 30D | +47.1% | +8.7% | +38.4% | +45.1% |
| 3M | +71.2% | -17.3% | +88.5% | +76.0% |
| 6M | +48.9% | -19.7% | +68.7% | +53.7% |
| YTD | -22.2% | +24.8% | -47.1% | -29.1% |
| 1Y | -5.2% | +31.9% | -37.1% | -15.1% |
| 3Y | -34.9% | +155.4% | -190.3% | -54.2% |
| All | -77.8% | +250.1% | -327.9% | -88.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling