-76.5%
EPAM vs CASY
+254.0%
-330.5%
-89.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +20.6% | +2.2% | +18.5% | +20.2% |
| 7D | +23.0% | +1.8% | +21.2% | +22.7% |
| 30D | +51.6% | +11.2% | +40.4% | +49.0% |
| 3M | +50.8% | -19.1% | +69.9% | +55.8% |
| 6M | +51.1% | -19.9% | +71.0% | +56.1% |
| YTD | -19.1% | +25.2% | -44.3% | -26.3% |
| 1Y | +3.0% | +31.6% | -28.6% | -7.8% |
| 3Y | -31.2% | +155.4% | -186.6% | -51.5% |
| 5Y | -76.5% | +251.5% | -328.0% | -87.4% |
| All | -76.5% | +254.0% | -330.5% | -87.4% |
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