+436.7%
CLF vs EQIX
+251.6%
+185.1%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.4% | +5.3% | +5.0% |
| 7D | -9.1% | +3.5% | -12.6% | -9.5% |
| 30D | -0.9% | +2.3% | -3.3% | -1.3% |
| 3M | +3.0% | +1.1% | +1.8% | +2.7% |
| 6M | +16.7% | -1.1% | +17.8% | +16.9% |
| YTD | -3.2% | +39.1% | -42.3% | -8.9% |
| 1Y | +24.6% | +29.5% | -4.9% | +18.7% |
| 3Y | -22.3% | +45.8% | -68.1% | -27.7% |
| 5Y | -41.2% | +48.4% | -89.6% | -45.5% |
| 10Y | +83.5% | +285.1% | -201.5% | +44.2% |
| All | +436.7% | +251.6% | +185.1% | +220.1% |
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