-33.9%
CIFR vs EPAM
-53.8%
+19.9%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.9% | -3.9% | +21.8% | +19.0% |
| 7D | -10.2% | +13.4% | -23.6% | -15.1% |
| 30D | -55.0% | +47.1% | -102.1% | -61.1% |
| 3M | -64.1% | +71.2% | -135.2% | -70.8% |
| 6M | -70.1% | +48.9% | -119.1% | -75.7% |
| YTD | -55.7% | -22.2% | -33.4% | -54.1% |
| 1Y | -69.9% | -5.2% | -64.7% | -71.5% |
| 3Y | +68.7% | -34.9% | +103.6% | +80.2% |
| 5Y | -26.2% | -77.4% | +51.2% | +3.5% |
| All | -33.9% | -53.8% | +19.9% | -15.9% |
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 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