+987.5%
CRS vs EPAM
+751.2%
+236.3%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.4% | +4.0% | +2.2% |
| 7D | -0.2% | +2.0% | -2.2% | -0.7% |
| 30D | -16.6% | +6.5% | -23.2% | -18.2% |
| 3M | -3.5% | +19.9% | -23.4% | -8.7% |
| 6M | +15.4% | -16.9% | +32.4% | +18.2% |
| YTD | +51.2% | -42.9% | +94.1% | +66.4% |
| 1Y | +98.3% | -30.4% | +128.7% | +106.9% |
| 3Y | +651.5% | -54.7% | +706.3% | +741.2% |
| 5Y | +1,411.1% | -81.8% | +1,492.9% | +1,837.8% |
| 10Y | +1,424.3% | +65.5% | +1,358.9% | +929.1% |
| All | +987.5% | +751.2% | +236.3% | +431.5% |
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 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