+537.1%
CRS vs EPAM
+1,058.6%
-521.5%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.9% | +3.7% | +0.6% |
| 7D | -1.7% | +13.4% | -15.1% | -4.9% |
| 30D | -28.8% | +47.1% | -75.9% | -35.2% |
| 3M | -50.0% | +71.2% | -121.2% | -56.2% |
| 6M | -39.2% | +48.9% | -88.1% | -45.9% |
| YTD | -11.4% | -22.2% | +10.8% | -10.0% |
| 1Y | -11.7% | -5.2% | -6.5% | -14.7% |
| 3Y | +319.6% | -34.9% | +354.6% | +327.9% |
| 5Y | +794.8% | -77.4% | +872.2% | +995.9% |
| 10Y | +926.9% | +158.1% | +768.8% | +524.0% |
| All | +537.1% | +1,058.6% | -521.5% | +187.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling