+89.6%
CL vs EQIX
+293.0%
-203.4%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.8% | +3.6% | +2.2% |
| 7D | +3.2% | +4.1% | -0.8% | +2.3% |
| 30D | +8.0% | +5.8% | +2.2% | +6.4% |
| 3M | +7.9% | -1.4% | +9.3% | +7.8% |
| 6M | +14.7% | -1.2% | +16.0% | +14.3% |
| YTD | +29.2% | +39.6% | -10.5% | +17.5% |
| 1Y | +29.5% | +36.8% | -7.3% | +18.4% |
| 3Y | +40.7% | +47.3% | -6.6% | +23.3% |
| 5Y | +43.9% | +50.1% | -6.3% | +22.6% |
| All | +89.6% | +293.0% | -203.4% | +22.0% |
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