+736.0%
EPAM vs CASY
+1,507.1%
-771.1%
-89.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +10.3% |
| 3M | +19.9% | -0.6% | +20.6% | +18.3% |
| 6M | -16.9% | +10.7% | -27.7% | -21.7% |
| YTD | -42.9% | +37.1% | -80.0% | -50.3% |
| 1Y | -30.4% | +52.3% | -82.7% | -42.0% |
| 3Y | -54.7% | +215.2% | -269.9% | -72.0% |
| 5Y | -81.8% | +276.5% | -358.3% | -89.7% |
| 10Y | +65.5% | +508.4% | -442.9% | -25.1% |
| All | +736.0% | +1,507.1% | -771.1% | +163.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling