+97.5%
CRL vs EPAM
-4.9%
+102.4%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | -3.9% | +11.7% | +8.2% |
| 7D | -6.1% | +13.4% | -19.5% | -7.7% |
| 30D | +12.4% | +47.1% | -34.7% | +5.5% |
| 3M | +27.1% | +71.2% | -44.1% | +15.5% |
| 6M | +85.7% | +48.9% | +36.8% | +73.2% |
| YTD | +69.2% | -22.2% | +91.4% | +93.7% |
| 1Y | +97.5% | -5.2% | +102.7% | +113.9% |
| All | +97.5% | -4.9% | +102.4% | +113.9% |
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