+177.7%
CHRW vs EQIX
+242.1%
-64.5%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.8% | +3.2% | +1.7% |
| 7D | +4.4% | -1.6% | +6.0% | +4.7% |
| 30D | +5.5% | -0.4% | +5.9% | +5.5% |
| 3M | -17.3% | -0.9% | -16.3% | -17.4% |
| 6M | -12.7% | +8.1% | -20.8% | -14.4% |
| YTD | -4.1% | +35.7% | -39.8% | -11.1% |
| 1Y | +21.2% | +34.0% | -12.7% | +12.9% |
| 3Y | +88.9% | +41.4% | +47.5% | +71.4% |
| 5Y | +93.1% | +34.0% | +59.1% | +73.6% |
| All | +177.7% | +242.1% | -64.5% | +112.8% |
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