+71.2%
CCL vs EQIX
+246.9%
-175.7%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.2% |
| 7D | -5.0% | -0.8% | -4.2% | -4.9% |
| 30D | -20.3% | -1.4% | -18.9% | -20.2% |
| 3M | -15.1% | -4.4% | -10.7% | -14.6% |
| 6M | -15.1% | +7.9% | -23.1% | -16.0% |
| YTD | -21.8% | +37.3% | -59.1% | -25.4% |
| 1Y | -24.8% | +37.8% | -62.6% | -28.2% |
| 3Y | +51.9% | +42.0% | +9.9% | +44.3% |
| 5Y | +4.0% | +29.6% | -25.6% | +0.1% |
| 10Y | -42.2% | +238.3% | -280.6% | -51.3% |
| All | +71.2% | +246.9% | -175.7% | +21.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling