+2,953.7%
CLS vs EQIX
+242.1%
+2,711.6%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.8% | -0.7% | -1.7% |
| 7D | +5.0% | -1.6% | +6.6% | +5.7% |
| 30D | +4.8% | -0.4% | +5.1% | +5.2% |
| 3M | -10.4% | -0.9% | -9.5% | -10.2% |
| 6M | +20.8% | +8.1% | +12.7% | +17.1% |
| YTD | +10.0% | +35.7% | -25.7% | -3.7% |
| 1Y | +28.5% | +34.0% | -5.4% | +13.2% |
| 3Y | +1,292.2% | +41.4% | +1,250.8% | +1,112.0% |
| 5Y | +3,616.8% | +34.0% | +3,582.8% | +3,102.1% |
| All | +2,953.7% | +242.1% | +2,711.6% | +2,083.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling