+11.7%
CRCL vs EPAM
-35.0%
+46.8%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.5% | -2.8% | -3.2% |
| 7D | +4.9% | -2.2% | +7.1% | +5.6% |
| 30D | +38.7% | +17.8% | +20.9% | +33.7% |
| 3M | +14.7% | +19.9% | -5.2% | +8.7% |
| 6M | -16.9% | -21.6% | +4.7% | -7.4% |
| YTD | +17.3% | -44.0% | +61.3% | +46.7% |
| 1Y | -21.2% | -30.5% | +9.3% | -9.6% |
| All | +11.7% | -35.0% | +46.8% | +29.8% |
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 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