+616.4%
CRM vs EPAM
+1,091.5%
-475.1%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.6% | -0.8% | -0.4% |
| 7D | -2.2% | -1.1% | -1.0% | -1.9% |
| 30D | -8.6% | +41.8% | -50.4% | -19.5% |
| 3M | +12.7% | +63.4% | -50.6% | -5.2% |
| 6M | +27.6% | +72.2% | -44.6% | +4.8% |
| YTD | -17.3% | -20.0% | +2.7% | -13.9% |
| 1Y | -10.8% | -9.0% | -1.8% | -11.0% |
| 3Y | +3.8% | -30.4% | +34.2% | +7.6% |
| 5Y | -27.7% | -75.6% | +47.9% | -5.2% |
| 10Y | +197.3% | +161.2% | +36.1% | +72.7% |
| All | +616.4% | +1,091.5% | -475.1% | +246.5% |
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 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