+319.6%
CRS vs EPAM
-33.7%
+353.4%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.9% | +3.7% | 0.0% |
| 7D | -1.7% | +13.4% | -15.1% | -2.4% |
| 30D | -28.8% | +47.1% | -75.9% | -30.9% |
| 3M | -50.0% | +71.2% | -121.2% | -52.3% |
| 6M | -39.2% | +48.9% | -88.1% | -41.0% |
| YTD | -11.4% | -22.2% | +10.8% | -6.2% |
| 1Y | -11.7% | -5.2% | -6.5% | -10.8% |
| 3Y | +319.6% | -34.9% | +354.6% | +355.4% |
| All | +319.6% | -33.7% | +353.4% | +355.4% |
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 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