+332.3%
CRS vs EPAM
-30.1%
+362.4%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.4% | -2.2% | -2.6% |
| 7D | +4.8% | +2.4% | +2.4% | +4.6% |
| 30D | -23.2% | +42.3% | -65.5% | -25.1% |
| 3M | -45.5% | +60.7% | -106.2% | -47.6% |
| 6M | -33.1% | +80.5% | -113.6% | -36.8% |
| YTD | -7.2% | -20.4% | +13.2% | -1.8% |
| 1Y | -10.0% | -9.6% | -0.4% | -7.7% |
| 3Y | +332.3% | -30.5% | +362.8% | +370.9% |
| All | +332.3% | -30.1% | +362.4% | +370.9% |
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 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