+380.2%
CRL vs EPAM
+170.1%
+210.1%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | -3.9% | +11.7% | +9.1% |
| 7D | -6.1% | +13.4% | -19.5% | -11.0% |
| 30D | +12.4% | +47.1% | -34.7% | -2.6% |
| 3M | +27.1% | +71.2% | -44.1% | +4.1% |
| 6M | +85.7% | +48.9% | +36.8% | +55.8% |
| YTD | +69.2% | -22.2% | +91.4% | +76.2% |
| 1Y | +97.5% | -5.2% | +102.7% | +91.6% |
| 3Y | +86.1% | -34.9% | +121.0% | +97.6% |
| 5Y | -10.0% | -77.4% | +67.4% | +29.0% |
| All | +380.2% | +170.1% | +210.1% | +154.7% |
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 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