-47.0%
CLF vs EQIX
+30.6%
-77.6%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.5% | -2.2% | -1.9% |
| 7D | +6.5% | +1.3% | +5.2% | +5.8% |
| 30D | +0.2% | +0.3% | -0.1% | -0.1% |
| 3M | -3.1% | -1.6% | -1.5% | -2.8% |
| 6M | +25.0% | +12.2% | +12.8% | +18.6% |
| YTD | -7.5% | +38.0% | -45.4% | -21.5% |
| 1Y | +11.5% | +38.9% | -27.4% | -6.0% |
| 3Y | -13.7% | +43.8% | -57.5% | -30.2% |
| 5Y | -47.0% | +30.4% | -77.3% | -62.3% |
| All | -47.0% | +30.6% | -77.6% | -62.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling