+127.6%
CLF vs EQIX
+240.6%
-113.0%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.2% | -1.8% | -1.7% |
| 7D | -2.7% | +2.3% | -5.0% | -3.5% |
| 30D | -3.2% | +0.4% | -3.6% | -3.6% |
| 3M | -5.0% | -1.1% | -3.8% | -4.8% |
| 6M | +26.6% | +11.5% | +15.1% | +21.4% |
| YTD | -9.0% | +38.2% | -47.2% | -20.6% |
| 1Y | +11.8% | +36.7% | -24.8% | -2.2% |
| 3Y | -15.1% | +44.1% | -59.2% | -28.2% |
| 5Y | -48.2% | +34.8% | -83.0% | -56.3% |
| 10Y | +127.6% | +248.8% | -121.2% | +39.2% |
| All | +127.6% | +240.6% | -113.0% | +39.2% |
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