-23.3%
CRCL vs EPAM
-7.2%
-16.1%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +0.6% | -5.5% | -5.0% |
| 7D | -8.1% | -1.1% | -7.0% | -8.0% |
| 30D | -24.3% | +41.8% | -66.1% | -31.2% |
| 3M | -10.5% | +63.4% | -73.8% | -21.2% |
| 6M | -48.4% | +72.2% | -120.6% | -55.8% |
| YTD | -19.5% | -20.0% | +0.5% | -8.7% |
| 1Y | -26.0% | -9.0% | -17.0% | -19.4% |
| All | -23.3% | -7.2% | -16.1% | -19.2% |
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