+56.1%
CDE vs EQIX
+246.8%
-190.7%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.4% | -0.2% | +0.5% |
| 7D | -3.1% | +0.2% | -3.3% | -3.2% |
| 30D | +9.5% | -2.5% | +11.9% | +11.0% |
| 3M | +25.5% | 0.0% | +25.5% | +25.2% |
| 6M | -7.9% | +7.6% | -15.5% | -11.2% |
| YTD | +15.6% | +37.5% | -22.0% | -3.5% |
| 1Y | +34.0% | +32.9% | +1.1% | +14.1% |
| 3Y | +791.9% | +42.8% | +749.2% | +622.9% |
| 5Y | +197.7% | +35.8% | +161.9% | +141.3% |
| All | +56.1% | +246.8% | -190.7% | -22.9% |
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