-42.6%
CCL vs EQIX
+246.8%
-289.4%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.4% | -0.1% | +0.7% |
| 7D | -3.2% | +0.2% | -3.4% | -3.3% |
| 30D | -17.8% | -2.5% | -15.3% | -17.0% |
| 3M | -18.7% | 0.0% | -18.6% | -19.0% |
| 6M | -11.4% | +7.6% | -19.0% | -14.3% |
| YTD | -24.3% | +37.5% | -61.8% | -34.4% |
| 1Y | -28.8% | +32.9% | -61.7% | -37.4% |
| 3Y | +49.3% | +42.8% | +6.6% | +26.7% |
| 5Y | +1.6% | +35.8% | -34.2% | -15.4% |
| All | -42.6% | +246.8% | -289.4% | -63.9% |
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