+22.6%
CRCL vs EPAM
-33.7%
+56.3%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.4% | +1.2% | -0.5% |
| 7D | +17.1% | +2.0% | +15.2% | +16.7% |
| 30D | +61.3% | +6.5% | +54.7% | +58.1% |
| 3M | +12.7% | +19.9% | -7.2% | +6.9% |
| 6M | -3.1% | -16.9% | +13.9% | +5.7% |
| YTD | +28.7% | -42.9% | +71.6% | +60.1% |
| 1Y | -13.1% | -30.4% | +17.2% | -1.4% |
| All | +22.6% | -33.7% | +56.3% | +41.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling