+93.0%
CHRW vs EQIX
+31.3%
+61.8%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | +0.1% | +0.2% |
| 7D | +4.1% | +2.3% | +1.7% | +3.6% |
| 30D | +1.9% | +0.4% | +1.4% | +1.8% |
| 3M | -21.2% | -1.1% | -20.0% | -21.2% |
| 6M | -16.7% | +11.5% | -28.1% | -18.7% |
| YTD | -5.4% | +38.2% | -43.6% | -12.9% |
| 1Y | +21.2% | +36.7% | -15.5% | +12.0% |
| 3Y | +86.5% | +44.1% | +42.4% | +67.1% |
| 5Y | +93.0% | +34.8% | +58.2% | +60.5% |
| All | +93.0% | +31.3% | +61.8% | +60.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling