+138.2%
CIFR vs EQIX
+47.7%
+90.5%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.8% | -2.3% | -2.2% |
| 7D | +4.8% | +4.1% | +0.8% | +0.7% |
| 30D | -31.0% | +5.8% | -36.8% | -34.6% |
| 3M | -58.7% | -1.4% | -57.3% | -57.3% |
| 6M | -67.7% | -1.2% | -66.5% | -66.5% |
| YTD | -53.5% | +39.6% | -93.2% | -64.8% |
| 1Y | -54.1% | +36.8% | -90.9% | -64.6% |
| 3Y | +138.2% | +47.3% | +90.9% | +80.9% |
| All | +138.2% | +47.7% | +90.5% | +80.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling