+802.6%
CRL vs EPAM
+1,105.1%
-302.5%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +20.6% | -24.7% | -9.9% |
| 7D | -16.8% | +23.0% | -39.8% | -22.4% |
| 30D | +2.6% | +51.6% | -48.9% | -10.1% |
| 3M | +20.1% | +50.8% | -30.8% | +4.2% |
| 6M | +68.8% | +51.1% | +17.7% | +44.5% |
| YTD | +56.9% | -19.1% | +76.0% | +60.7% |
| 1Y | +86.7% | +3.0% | +83.7% | +77.5% |
| 3Y | +72.1% | -31.2% | +103.2% | +78.8% |
| 5Y | -16.6% | -76.5% | +59.9% | +7.4% |
| 10Y | +359.0% | +168.4% | +190.6% | +211.6% |
| All | +802.6% | +1,105.1% | -302.5% | +438.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling