-41.3%
CORZ vs EPAM
-15.2%
-26.1%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.4% | -0.6% | -9.8% | -10.5% |
| 7D | -14.9% | +0.8% | -15.8% | -14.8% |
| 30D | -23.1% | +24.9% | -48.1% | -20.6% |
| 3M | -44.1% | +22.6% | -66.6% | -42.3% |
| 6M | -39.5% | +24.2% | -63.7% | -33.9% |
| YTD | -12.4% | -33.0% | +20.6% | -0.1% |
| 1Y | -41.3% | -13.3% | -28.0% | -35.3% |
| All | -41.3% | -15.2% | -26.1% | -35.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling