-43.9%
CIFR vs EPAM
-52.0%
+8.0%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.6% | +20.6% | -35.2% | -20.3% |
| 7D | -31.5% | +23.0% | -54.5% | -36.7% |
| 30D | -64.2% | +51.6% | -115.8% | -69.2% |
| 3M | -70.3% | +50.8% | -121.2% | -74.9% |
| 6M | -74.9% | +51.1% | -126.0% | -79.5% |
| YTD | -62.4% | -19.1% | -43.3% | -61.5% |
| 1Y | -77.5% | +3.0% | -80.5% | -79.4% |
| 3Y | +35.4% | -31.2% | +66.5% | +42.3% |
| 5Y | -37.4% | -76.5% | +39.1% | -13.0% |
| All | -43.9% | -52.0% | +8.0% | -29.3% |
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 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