-60.8%
CLSK vs EQIX
+274.3%
-335.2%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +1.4% | +5.4% | +6.1% |
| 7D | +7.7% | +0.2% | +7.6% | +7.7% |
| 30D | +12.2% | -2.5% | +14.7% | +14.2% |
| 3M | -15.5% | 0.0% | -15.4% | -14.7% |
| 6M | +39.3% | +7.6% | +31.7% | +35.8% |
| YTD | +35.1% | +37.5% | -2.4% | +15.8% |
| 1Y | +34.0% | +32.9% | +1.1% | +17.2% |
| 3Y | +226.3% | +42.8% | +183.5% | +176.1% |
| 5Y | +6.4% | +35.8% | -29.4% | -12.7% |
| All | -60.8% | +274.3% | -335.2% | -78.3% |
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 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