+72.6%
CRL vs EPAM
-31.1%
+103.6%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +20.6% | -24.7% | -9.6% |
| 7D | -16.8% | +23.0% | -39.8% | -22.2% |
| 30D | +2.6% | +51.6% | -48.9% | -10.2% |
| 3M | +20.1% | +50.8% | -30.8% | +3.9% |
| 6M | +68.8% | +51.1% | +17.7% | +44.5% |
| YTD | +56.9% | -19.1% | +76.0% | +69.1% |
| 1Y | +86.7% | +3.0% | +83.7% | +82.1% |
| All | +72.6% | -31.1% | +103.6% | +72.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling