-23.4%
CLF vs EQIX
+47.7%
-71.0%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.8% | -1.4% | -2.5% |
| 7D | +10.4% | +4.1% | +6.3% | +8.8% |
| 30D | +0.6% | +5.8% | -5.3% | -1.3% |
| 3M | +4.1% | -1.4% | +5.5% | +4.5% |
| 6M | +15.1% | -1.2% | +16.3% | +15.4% |
| YTD | -4.7% | +39.6% | -44.4% | -16.7% |
| 1Y | +20.4% | +36.8% | -16.5% | +6.1% |
| 3Y | -23.4% | +47.3% | -70.6% | -37.4% |
| All | -23.4% | +47.7% | -71.0% | -37.4% |
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