+77.7%
CRL vs EPAM
-32.1%
+109.9%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.4% | +0.7% | -1.1% |
| 7D | -1.0% | +2.0% | -3.0% | -1.4% |
| 30D | +10.7% | +6.5% | +4.1% | +8.6% |
| 3M | +55.3% | +19.9% | +35.4% | +47.1% |
| 6M | +60.7% | -16.9% | +77.6% | +72.7% |
| YTD | +44.6% | -42.9% | +87.5% | +75.5% |
| 1Y | +77.7% | -30.4% | +108.1% | +102.0% |
| All | +77.7% | -32.1% | +109.9% | +102.0% |
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