+333.5%
CAT vs EQIX
+30.6%
+302.9%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.5% | +0.5% | +0.9% |
| 7D | +5.6% | +1.3% | +4.2% | +5.1% |
| 30D | -2.3% | +0.3% | -2.7% | -2.5% |
| 3M | -10.0% | -1.6% | -8.4% | -9.6% |
| 6M | +21.2% | +12.2% | +9.1% | +17.5% |
| YTD | +44.4% | +38.0% | +6.5% | +31.9% |
| 1Y | +96.3% | +38.9% | +57.4% | +78.6% |
| 3Y | +203.9% | +43.8% | +160.1% | +171.2% |
| 5Y | +333.5% | +30.4% | +303.1% | +269.1% |
| All | +333.5% | +30.6% | +302.9% | +269.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling