+86.1%
CRL vs EPAM
-33.7%
+119.8%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | -3.9% | +11.7% | +8.8% |
| 7D | -6.1% | +13.4% | -19.5% | -10.2% |
| 30D | +12.4% | +47.1% | -34.7% | -1.1% |
| 3M | +27.1% | +71.2% | -44.1% | +5.9% |
| 6M | +85.7% | +48.9% | +36.8% | +58.9% |
| YTD | +69.2% | -22.2% | +91.4% | +84.0% |
| 1Y | +97.5% | -5.2% | +102.7% | +98.0% |
| 3Y | +86.1% | -34.9% | +121.0% | +87.8% |
| All | +86.1% | -33.7% | +119.8% | +87.8% |
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