+358.8%
CRL vs EPAM
+168.6%
+190.2%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +4.7% | -6.8% | -3.6% |
| 7D | -1.7% | +18.8% | -20.5% | -8.2% |
| 30D | +14.6% | +44.9% | -30.4% | -0.2% |
| 3M | +24.8% | +68.6% | -43.7% | +2.7% |
| 6M | +94.7% | +65.4% | +29.3% | +57.4% |
| YTD | +73.4% | -19.9% | +93.2% | +78.7% |
| 1Y | +104.7% | -10.0% | +114.7% | +102.4% |
| 3Y | +101.1% | -30.3% | +131.3% | +108.5% |
| 5Y | -10.8% | -75.7% | +64.9% | +24.0% |
| 10Y | +358.8% | +167.2% | +191.6% | +140.1% |
| All | +358.8% | +168.6% | +190.2% | +140.1% |
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