-34.0%
CIFR vs EPAM
-52.4%
+18.4%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +4.7% | -8.8% | -5.4% |
| 7D | -19.6% | +18.8% | -38.4% | -24.8% |
| 30D | -51.7% | +44.9% | -96.6% | -57.9% |
| 3M | -60.0% | +68.6% | -128.6% | -67.3% |
| 6M | -68.2% | +65.4% | -133.6% | -75.1% |
| YTD | -55.8% | -19.9% | -35.9% | -54.7% |
| 1Y | -66.8% | -10.0% | -56.8% | -67.6% |
| 3Y | +119.1% | -30.3% | +149.4% | +127.9% |
| 5Y | -25.3% | -75.7% | +50.4% | +3.1% |
| All | -34.0% | -52.4% | +18.4% | -16.9% |
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