+563.9%
CRH vs EPAM
+738.6%
-174.8%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -1.5% | -2.4% | -3.5% |
| 7D | -0.6% | -0.9% | +0.2% | -0.5% |
| 30D | -9.5% | +18.4% | -27.8% | -13.1% |
| 3M | -10.4% | +19.2% | -29.6% | -15.0% |
| 6M | -14.2% | -21.0% | +6.8% | -10.8% |
| YTD | -26.6% | -43.7% | +17.1% | -18.0% |
| 1Y | -18.2% | -29.9% | +11.6% | -13.9% |
| 3Y | +74.9% | -56.5% | +131.5% | +99.8% |
| 5Y | +101.7% | -81.7% | +183.4% | +158.9% |
| 10Y | +249.4% | +64.5% | +184.9% | +145.0% |
| All | +563.9% | +738.6% | -174.8% | +246.7% |
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