+695.3%
CAT vs EQIX
+300.0%
+395.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.4% | +0.2% | +0.5% |
| 7D | +9.3% | +7.6% | +1.8% | +7.0% |
| 30D | -21.5% | +5.2% | -26.7% | -22.7% |
| 3M | -29.1% | +0.8% | -29.9% | -29.3% |
| 6M | -33.4% | +0.2% | -33.6% | -33.5% |
| YTD | +6.6% | +42.2% | -35.6% | -3.6% |
| 1Y | +6.5% | +34.7% | -28.2% | -2.2% |
| 3Y | +162.7% | +49.0% | +113.7% | +131.8% |
| 5Y | +214.2% | +52.8% | +161.4% | +169.7% |
| All | +695.3% | +300.0% | +395.3% | +428.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EQIX.
Daily Out/Under-Performance
Portfolio return minus EQIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQIX 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 10y: compounded portfolio wealth divided by compounded EQIX 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…
10y analysis · Full analysis span regression · 6 months rolling