-30.7%
CIFR vs EPAM
-52.7%
+22.0%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.4% | -3.6% | -3.9% |
| 7D | +4.8% | +2.4% | +2.4% | +4.0% |
| 30D | -31.0% | +42.3% | -73.3% | -39.5% |
| 3M | -58.7% | +60.7% | -119.4% | -65.7% |
| 6M | -67.7% | +80.5% | -148.2% | -75.6% |
| YTD | -53.5% | -20.4% | -33.2% | -52.3% |
| 1Y | -54.1% | -9.6% | -44.5% | -55.4% |
| 3Y | +138.2% | -30.5% | +168.7% | +147.8% |
| 5Y | -18.5% | -75.7% | +57.2% | +12.5% |
| All | -30.7% | -52.7% | +22.0% | -12.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling