+6.1%
CRBG vs EPAM
-32.1%
+38.2%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.4% | +1.6% | -0.4% |
| 7D | +5.7% | +2.0% | +3.8% | +5.4% |
| 30D | +2.6% | +6.5% | -3.9% | +1.4% |
| 3M | +31.6% | +19.9% | +11.7% | +26.5% |
| 6M | +32.8% | -16.9% | +49.8% | +40.1% |
| YTD | +16.5% | -42.9% | +59.3% | +34.4% |
| 1Y | +6.1% | -30.4% | +36.5% | +15.4% |
| All | +6.1% | -32.1% | +38.2% | +15.4% |
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