+441.9%
CARR vs EPAM
-29.1%
+471.0%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.4% | +3.4% | +1.4% |
| 7D | +1.6% | +2.0% | -0.4% | +1.2% |
| 30D | -8.7% | +6.5% | -15.3% | -9.9% |
| 3M | -12.6% | +19.9% | -32.5% | -15.8% |
| 6M | -1.5% | -16.9% | +15.4% | +0.5% |
| YTD | +14.3% | -42.9% | +57.2% | +23.7% |
| 1Y | -4.6% | -30.4% | +25.8% | -0.7% |
| 3Y | +7.3% | -54.7% | +62.1% | +17.3% |
| 5Y | +11.6% | -81.8% | +93.4% | +36.2% |
| All | +441.9% | -29.1% | +471.0% | +480.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling