+115.6%
CRBG vs EPAM
-71.1%
+186.7%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -1.0% |
| 3M | +24.0% | +27.1% | -3.1% | +16.0% |
| 6M | +50.5% | -17.0% | +67.5% | +55.6% |
| YTD | +17.1% | -42.4% | +59.6% | +31.5% |
| 1Y | +5.9% | -25.3% | +31.2% | +11.3% |
| 3Y | +122.7% | -55.7% | +178.5% | +150.5% |
| All | +115.6% | -71.1% | +186.7% | +177.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling