-12.2%
CLF vs EQIX
+42.4%
-54.7%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.5% | +2.3% | +2.0% |
| 7D | +7.6% | -0.8% | +8.4% | +7.8% |
| 30D | -1.2% | -1.4% | +0.3% | -0.8% |
| 3M | -13.4% | -4.4% | -8.9% | -12.2% |
| 6M | +15.4% | +7.9% | +7.5% | +12.3% |
| YTD | -5.9% | +37.3% | -43.2% | -17.6% |
| 1Y | +18.8% | +37.8% | -19.0% | +3.7% |
| All | -12.2% | +42.4% | -54.7% | -25.3% |
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