+9.6%
CARR vs EPAM
-81.8%
+91.4%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.5% | -1.4% | -1.9% |
| 7D | +0.6% | -2.2% | +2.8% | +1.0% |
| 30D | -8.7% | +17.8% | -26.4% | -10.9% |
| 3M | -18.4% | +19.9% | -38.3% | -21.3% |
| 6M | -0.6% | -21.6% | +21.0% | +2.5% |
| YTD | +10.9% | -44.0% | +55.0% | +20.4% |
| 1Y | -7.3% | -30.5% | +23.2% | -3.6% |
| 3Y | +2.9% | -56.8% | +59.7% | +13.1% |
| 5Y | +9.6% | -81.7% | +91.4% | +32.5% |
| All | +9.6% | -81.8% | +91.4% | +32.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling