+826.4%
CRS vs EPAM
+158.4%
+668.0%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.6% | -2.4% | -1.9% |
| 7D | +7.4% | -1.1% | +8.5% | +7.6% |
| 30D | -21.2% | +41.8% | -63.1% | -28.0% |
| 3M | -43.3% | +63.4% | -106.6% | -50.2% |
| 6M | -29.4% | +72.2% | -101.6% | -39.8% |
| YTD | -4.7% | -20.0% | +15.4% | -3.3% |
| 1Y | -9.6% | -9.0% | -0.6% | -11.6% |
| 3Y | +355.5% | -30.4% | +385.9% | +357.9% |
| 5Y | +826.6% | -75.6% | +902.1% | +1,088.7% |
| All | +826.4% | +158.4% | +668.0% | +287.9% |
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