+82.5%
CRS vs EPAM
-32.1%
+114.6%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.5% | -2.0% | -3.7% |
| 7D | -3.1% | -0.9% | -2.2% | -3.1% |
| 30D | -19.6% | +18.4% | -38.0% | -18.3% |
| 3M | -8.1% | +19.2% | -27.3% | -5.1% |
| 6M | +18.6% | -21.0% | +39.5% | +19.0% |
| YTD | +45.9% | -43.7% | +89.6% | +42.4% |
| 1Y | +82.5% | -29.9% | +112.4% | +63.5% |
| All | +82.5% | -32.1% | +114.6% | +63.5% |
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