+49.0%
CCL vs EQIX
+43.4%
+5.6%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.2% | -2.3% | -2.3% |
| 7D | -4.4% | +2.3% | -6.7% | -5.6% |
| 30D | -18.2% | +0.4% | -18.6% | -18.6% |
| 3M | -17.7% | -1.1% | -16.6% | -17.6% |
| 6M | -13.0% | +11.5% | -24.5% | -18.4% |
| YTD | -24.5% | +38.2% | -62.7% | -37.9% |
| 1Y | -26.9% | +36.7% | -63.6% | -39.4% |
| All | +49.0% | +43.4% | +5.6% | +18.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling