-6.5%
CRS vs EPAM
-11.8%
+5.2%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | -1.6% | +11.3% | +9.4% |
| 7D | +4.9% | +9.1% | -4.1% | +7.2% |
| 30D | -20.8% | +38.5% | -59.3% | -16.0% |
| 3M | -46.4% | +61.0% | -107.4% | -41.8% |
| 6M | -28.6% | +58.0% | -86.6% | -20.9% |
| YTD | -2.8% | -23.5% | +20.6% | -6.8% |
| All | -6.5% | -11.8% | +5.2% | -13.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling