-34.0%
CCL vs EQIX
+293.0%
-327.0%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.8% | +1.4% | +0.4% |
| 7D | -1.2% | +4.1% | -5.2% | -2.9% |
| 30D | +13.1% | +5.8% | +7.3% | +10.4% |
| 3M | +3.4% | -1.4% | +4.8% | +3.8% |
| 6M | +18.7% | -1.2% | +19.9% | +19.0% |
| YTD | -2.3% | +39.6% | -41.9% | -16.0% |
| 1Y | +14.2% | +36.8% | -22.6% | -1.0% |
| 3Y | +133.6% | +47.3% | +86.3% | +95.2% |
| 5Y | +33.5% | +50.1% | -16.6% | +8.3% |
| All | -34.0% | +293.0% | -327.0% | -59.4% |
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