+639.5%
CEG vs EQIX
+53.5%
+585.9%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.5% | +5.3% | +5.1% |
| 7D | +8.0% | -0.8% | +8.8% | +8.4% |
| 30D | +12.9% | -1.4% | +14.4% | +13.6% |
| 3M | +13.2% | -4.4% | +17.6% | +15.4% |
| 6M | -7.0% | +7.9% | -14.9% | -10.7% |
| YTD | -15.0% | +37.3% | -52.3% | -27.9% |
| 1Y | -2.7% | +37.8% | -40.5% | -17.9% |
| 3Y | +184.1% | +42.0% | +142.1% | +133.5% |
| All | +639.5% | +53.5% | +585.9% | +468.9% |
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 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