-16.5%
CARR vs EPAM
+64.0%
-80.5%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.8% | +3.8% | +2.9% |
| 7D | -1.9% | +18.5% | -20.5% | 0.0% |
| 30D | -1.1% | +44.0% | -45.1% | +2.1% |
| 3M | -13.8% | +63.0% | -76.8% | -9.6% |
| 6M | -16.5% | +67.3% | -83.8% | -8.5% |
| All | -16.5% | +64.0% | -80.5% | -8.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling