+350.3%
CRL vs EPAM
+157.4%
+192.9%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.7% |
| 7D | +0.1% | +2.4% | -2.3% | -0.7% |
| 30D | +11.9% | +42.3% | -30.4% | -1.9% |
| 3M | +20.2% | +60.7% | -40.5% | +0.5% |
| 6M | +107.5% | +80.5% | +27.0% | +62.6% |
| YTD | +69.4% | -20.4% | +89.8% | +74.9% |
| 1Y | +99.7% | -9.6% | +109.3% | +97.2% |
| 3Y | +98.8% | -30.5% | +129.3% | +106.3% |
| 5Y | -12.4% | -75.7% | +63.3% | +21.7% |
| All | +350.3% | +157.4% | +192.9% | +132.8% |
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 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