+70.2%
CIFR vs EQIX
+43.6%
+26.6%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +1.4% | +4.4% | +4.5% |
| 7D | -5.0% | +0.2% | -5.2% | -5.0% |
| 30D | -5.7% | -2.5% | -3.2% | -2.7% |
| 3M | -25.5% | 0.0% | -25.5% | -24.6% |
| 6M | +19.4% | +7.6% | +11.8% | +14.6% |
| YTD | +14.2% | +37.5% | -23.4% | -11.5% |
| 1Y | +69.0% | +32.9% | +36.1% | +35.0% |
| 3Y | +503.9% | +42.8% | +461.2% | +359.7% |
| 5Y | +27.7% | +35.8% | -8.2% | -7.9% |
| All | +70.2% | +43.6% | +26.6% | +16.4% |
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