+421.7%
CLF vs EQIX
+246.9%
+174.8%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.5% | +2.3% | +1.9% |
| 7D | +7.6% | -0.8% | +8.4% | +7.7% |
| 30D | -1.2% | -1.4% | +0.3% | -1.0% |
| 3M | -13.4% | -4.4% | -8.9% | -12.8% |
| 6M | +15.4% | +7.9% | +7.5% | +13.9% |
| YTD | -5.9% | +37.3% | -43.2% | -11.2% |
| 1Y | +18.8% | +37.8% | -19.0% | +12.0% |
| 3Y | -19.4% | +42.0% | -61.4% | -24.7% |
| 5Y | -47.7% | +29.6% | -77.4% | -50.5% |
| 10Y | +130.4% | +238.3% | -108.0% | +84.9% |
| All | +421.7% | +246.9% | +174.8% | +211.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling