-32.2%
CRCL vs EPAM
-24.0%
-8.3%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.0% | -2.7% | -0.6% |
| 7D | -11.2% | +0.7% | -12.0% | -11.4% |
| 30D | +27.1% | +17.6% | +9.5% | +21.8% |
| 3M | +9.6% | +27.1% | -17.5% | +1.1% |
| 6M | -19.7% | -17.0% | -2.7% | -9.6% |
| YTD | +14.2% | -42.4% | +56.7% | +53.3% |
| 1Y | -32.2% | -25.3% | -6.9% | -22.8% |
| All | -32.2% | -24.0% | -8.3% | -22.8% |
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