+1,412.7%
CRS vs EPAM
+63.0%
+1,349.6%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.1% |
| 7D | -0.5% | -2.2% | +1.6% | 0.0% |
| 30D | -18.1% | +17.8% | -35.9% | -21.4% |
| 3M | -12.4% | +19.9% | -32.3% | -17.5% |
| 6M | +15.9% | -21.6% | +37.5% | +20.9% |
| YTD | +45.8% | -44.0% | +89.9% | +62.9% |
| 1Y | +87.8% | -30.5% | +118.3% | +96.7% |
| 3Y | +648.7% | -56.8% | +705.5% | +756.9% |
| 5Y | +1,416.6% | -81.7% | +1,498.3% | +1,954.3% |
| 10Y | +1,412.7% | +68.4% | +1,344.3% | +587.8% |
| All | +1,412.7% | +63.0% | +1,349.6% | +587.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling