+604.3%
CEG vs EQIX
+53.8%
+550.5%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.4% | -1.8% | -1.1% |
| 7D | -4.8% | +0.2% | -4.9% | -4.8% |
| 30D | +2.3% | -2.5% | +4.8% | +3.5% |
| 3M | +15.6% | 0.0% | +15.6% | +15.2% |
| 6M | -5.0% | +7.6% | -12.7% | -8.6% |
| YTD | -19.0% | +37.5% | -56.5% | -31.4% |
| 1Y | -10.0% | +32.9% | -42.9% | -22.6% |
| 3Y | +163.9% | +42.8% | +121.2% | +116.4% |
| All | +604.3% | +53.8% | +550.5% | +441.4% |
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