+230.8%
CORZ vs EPAM
-43.4%
+274.2%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.8% | +20.6% | -31.4% | -12.2% |
| 7D | -21.1% | +23.0% | -44.2% | -22.7% |
| 30D | -31.8% | +51.6% | -83.4% | -35.0% |
| 3M | -47.7% | +50.8% | -98.5% | -50.4% |
| 6M | -48.7% | +51.1% | -99.8% | -51.2% |
| YTD | -21.8% | -19.1% | -2.7% | -12.6% |
| 1Y | -47.8% | +3.0% | -50.8% | -46.1% |
| All | +230.8% | -43.4% | +274.2% | +284.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling