+1,026.7%
CDNS vs EQIX
+242.1%
+784.6%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.8% | +2.0% | +1.1% |
| 7D | -6.5% | -1.6% | -4.9% | -5.8% |
| 30D | -13.0% | -0.4% | -12.6% | -12.9% |
| 3M | -26.0% | -0.9% | -25.1% | -26.2% |
| 6M | -2.8% | +8.1% | -11.0% | -7.6% |
| YTD | -8.8% | +35.7% | -44.5% | -23.9% |
| 1Y | -15.8% | +34.0% | -49.8% | -29.4% |
| 3Y | +19.7% | +41.4% | -21.7% | -5.1% |
| 5Y | +70.8% | +34.0% | +36.8% | +36.4% |
| All | +1,026.7% | +242.1% | +784.6% | +489.5% |
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