+80.4%
CLF vs EQIX
+300.0%
-219.6%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -1.0% | -0.7% |
| 7D | +16.0% | +7.6% | +8.4% | +12.9% |
| 30D | +1.6% | +5.2% | -3.6% | -0.2% |
| 3M | +6.7% | +0.8% | +5.9% | +6.2% |
| 6M | +21.1% | +0.2% | +20.9% | +20.8% |
| YTD | -1.6% | +42.2% | -43.7% | -14.8% |
| 1Y | +18.5% | +34.7% | -16.2% | +4.7% |
| 3Y | -21.0% | +49.0% | -70.0% | -33.7% |
| 5Y | -41.4% | +52.8% | -94.2% | -52.3% |
| All | +80.4% | +300.0% | -219.6% | +21.1% |
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