-81.3%
EPAM vs CASY
+276.6%
-358.0%
-89.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.3% | -2.1% | -2.3% |
| 7D | +2.0% | +0.1% | +1.9% | +1.9% |
| 30D | +6.5% | -11.3% | +17.9% | +8.6% |
| 3M | +19.9% | -0.6% | +20.6% | +19.0% |
| 6M | -16.9% | +10.7% | -27.7% | -20.2% |
| YTD | -42.9% | +37.1% | -80.0% | -48.4% |
| 1Y | -30.4% | +52.3% | -82.7% | -39.3% |
| 3Y | -54.7% | +215.2% | -269.9% | -69.4% |
| All | -81.3% | +276.6% | -358.0% | -89.3% |
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