+731.9%
CRL vs EPAM
+751.2%
-19.3%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.4% | +0.7% | -1.0% |
| 7D | -1.0% | +2.0% | -3.0% | -1.6% |
| 30D | +10.7% | +6.5% | +4.1% | +7.9% |
| 3M | +55.3% | +19.9% | +35.4% | +44.6% |
| 6M | +60.7% | -16.9% | +77.6% | +66.6% |
| YTD | +44.6% | -42.9% | +87.5% | +66.3% |
| 1Y | +77.7% | -30.4% | +108.1% | +92.0% |
| 3Y | +37.6% | -54.7% | +92.4% | +63.9% |
| 5Y | -35.8% | -81.8% | +46.0% | -10.1% |
| 10Y | +241.7% | +65.5% | +176.3% | +166.6% |
| All | +731.9% | +751.2% | -19.3% | +457.2% |
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