+752.1%
CRM vs EPAM
+751.2%
+0.9%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.4% | +0.4% | -1.2% |
| 7D | +1.3% | +2.0% | -0.7% | +0.6% |
| 30D | +34.3% | +6.5% | +27.8% | +31.2% |
| 3M | +37.7% | +19.9% | +17.8% | +29.0% |
| 6M | +34.9% | -16.9% | +51.9% | +42.3% |
| YTD | -1.6% | -42.9% | +41.2% | +15.9% |
| 1Y | +7.1% | -30.4% | +37.5% | +18.0% |
| 3Y | +19.0% | -54.7% | +73.8% | +43.7% |
| 5Y | -1.3% | -81.8% | +80.5% | +43.9% |
| 10Y | +251.2% | +65.5% | +185.7% | +137.8% |
| All | +752.1% | +751.2% | +0.9% | +366.6% |
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