+414.1%
CARR vs EPAM
-30.6%
+444.6%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.1% | -2.1% | -2.2% |
| 7D | -4.1% | -4.5% | +0.3% | -3.5% |
| 30D | -11.0% | +14.6% | -25.6% | -12.9% |
| 3M | -16.4% | +23.1% | -39.5% | -19.8% |
| 6M | -2.4% | -19.5% | +17.1% | +0.2% |
| YTD | +8.4% | -44.1% | +52.5% | +17.7% |
| 1Y | -8.0% | -25.2% | +17.2% | -5.6% |
| 3Y | +0.6% | -56.8% | +57.4% | +10.7% |
| 5Y | +7.7% | -81.7% | +89.5% | +31.3% |
| All | +414.1% | -30.6% | +444.6% | +452.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EPAM.
Daily Out/Under-Performance
Portfolio return minus EPAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EPAM 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded EPAM 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling