+122.7%
CRBG vs EPAM
-55.8%
+178.5%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +3.0% | -1.5% | +0.8% |
| 7D | +0.6% | +0.7% | -0.2% | +0.4% |
| 30D | +2.6% | +17.6% | -14.9% | -0.8% |
| 3M | +24.0% | +27.1% | -3.1% | +16.4% |
| 6M | +50.5% | -17.0% | +67.5% | +56.0% |
| YTD | +17.1% | -42.4% | +59.6% | +31.6% |
| 1Y | +5.9% | -25.3% | +31.2% | +11.6% |
| 3Y | +122.7% | -55.7% | +178.5% | +149.2% |
| All | +122.7% | -55.8% | +178.5% | +149.2% |
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