+0.4%
CCL vs EQIX
+33.7%
-33.4%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.8% | +0.8% | +0.2% |
| 7D | -4.3% | -1.6% | -2.7% | -3.3% |
| 30D | -19.0% | -0.4% | -18.6% | -19.0% |
| 3M | -13.1% | -0.9% | -12.2% | -13.2% |
| 6M | -13.3% | +8.1% | -21.4% | -18.0% |
| YTD | -25.2% | +35.7% | -60.9% | -39.7% |
| 1Y | -27.2% | +34.0% | -61.2% | -40.7% |
| 3Y | +49.2% | +41.4% | +7.8% | +13.8% |
| 5Y | +0.4% | +34.0% | -33.7% | -32.6% |
| All | +0.4% | +33.7% | -33.4% | -32.6% |
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