+679.2%
CRS vs EPAM
-54.6%
+733.8%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.4% | +4.0% | +1.9% |
| 7D | -0.2% | +2.0% | -2.2% | -0.5% |
| 30D | -16.6% | +6.5% | -23.2% | -17.4% |
| 3M | -3.5% | +19.9% | -23.4% | -5.8% |
| 6M | +15.4% | -16.9% | +32.4% | +19.2% |
| YTD | +51.2% | -42.9% | +94.1% | +65.1% |
| 1Y | +98.3% | -30.4% | +128.7% | +105.1% |
| All | +679.2% | -54.6% | +733.8% | +767.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling