+142.3%
CI vs EQIX
+242.1%
-99.8%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.8% | +2.8% | +1.5% |
| 7D | -1.3% | -1.6% | +0.3% | -0.9% |
| 30D | +3.1% | -0.4% | +3.5% | +3.1% |
| 3M | -4.5% | -0.9% | -3.6% | -4.6% |
| 6M | +8.3% | +8.1% | +0.1% | +5.7% |
| YTD | +3.8% | +35.7% | -31.9% | -4.9% |
| 1Y | -5.0% | +34.0% | -39.0% | -13.1% |
| 3Y | +5.8% | +41.4% | -35.6% | -7.9% |
| 5Y | +50.6% | +34.0% | +16.6% | +31.1% |
| All | +142.3% | +242.1% | -99.8% | +49.5% |
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