+104.7%
CRL vs EPAM
-7.6%
+112.3%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +4.7% | -6.8% | -2.6% |
| 7D | -1.7% | +18.8% | -20.5% | -3.9% |
| 30D | +14.6% | +44.9% | -30.4% | +7.9% |
| 3M | +24.8% | +68.6% | -43.7% | +13.7% |
| 6M | +94.7% | +65.4% | +29.3% | +76.0% |
| YTD | +73.4% | -19.9% | +93.2% | +99.2% |
| 1Y | +104.7% | -10.0% | +114.7% | +117.0% |
| All | +104.7% | -7.6% | +112.3% | +117.0% |
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