-28.2%
CIFR vs EPAM
-52.8%
+24.6%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.9% | -0.8% | +9.7% | +9.1% |
| 7D | +9.4% | +18.5% | -9.2% | +2.2% |
| 30D | -45.3% | +44.0% | -89.3% | -52.3% |
| 3M | -58.7% | +63.0% | -121.7% | -65.8% |
| 6M | -64.9% | +67.3% | -132.2% | -72.7% |
| YTD | -51.8% | -20.5% | -31.3% | -50.5% |
| 1Y | -61.9% | -9.6% | -52.3% | -63.1% |
| 3Y | +138.6% | -30.8% | +169.4% | +148.6% |
| 5Y | -13.0% | -75.6% | +62.7% | +20.2% |
| All | -28.2% | -52.8% | +24.6% | -9.3% |
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