+905.1%
CRS vs EPAM
+163.7%
+741.4%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | -1.6% | +11.3% | +10.1% |
| 7D | +4.9% | +9.1% | -4.1% | +2.2% |
| 30D | -20.8% | +38.5% | -59.3% | -27.3% |
| 3M | -46.4% | +61.0% | -107.4% | -52.8% |
| 6M | -28.6% | +58.0% | -86.6% | -37.8% |
| YTD | -2.8% | -23.5% | +20.6% | -0.4% |
| 1Y | -6.7% | -10.5% | +3.8% | -8.6% |
| 3Y | +368.0% | -33.8% | +401.8% | +376.2% |
| 5Y | +852.9% | -78.1% | +931.0% | +1,174.9% |
| 10Y | +905.1% | +157.7% | +747.4% | +320.8% |
| All | +905.1% | +163.7% | +741.4% | +320.8% |
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