-15.1%
CIFR vs EPAM
-75.8%
+60.7%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.6% | -0.1% | +0.4% |
| 7D | +28.8% | -1.1% | +30.0% | +28.8% |
| 30D | -36.9% | +41.8% | -78.8% | -45.0% |
| 3M | -60.0% | +63.4% | -123.3% | -67.2% |
| 6M | -64.4% | +72.2% | -136.6% | -72.9% |
| YTD | -51.6% | -20.0% | -31.5% | -50.2% |
| 1Y | -58.9% | -9.0% | -49.8% | -60.2% |
| 3Y | +139.9% | -30.4% | +170.3% | +150.2% |
| 5Y | -15.1% | -75.6% | +60.5% | +23.5% |
| All | -15.1% | -75.8% | +60.7% | +23.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling