+368.9%
CRL vs EPAM
+163.7%
+205.2%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -1.6% | +6.3% | +5.2% |
| 7D | +4.4% | +9.1% | -4.7% | +0.2% |
| 30D | +17.1% | +38.5% | -21.4% | +3.5% |
| 3M | +32.1% | +61.0% | -28.9% | +10.4% |
| 6M | +98.9% | +58.0% | +40.9% | +63.3% |
| YTD | +77.1% | -23.5% | +100.6% | +85.4% |
| 1Y | +110.3% | -10.5% | +120.8% | +108.1% |
| 3Y | +108.5% | -33.8% | +142.3% | +120.0% |
| 5Y | -7.9% | -78.1% | +70.3% | +34.0% |
| 10Y | +368.9% | +157.7% | +211.2% | +149.0% |
| All | +368.9% | +163.7% | +205.2% | +149.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling