+272.2%
CME vs EQIX
+242.1%
+30.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.8% | +1.6% | +0.2% |
| 7D | -2.4% | -1.6% | -0.7% | -2.0% |
| 30D | +6.2% | -0.4% | +6.5% | +6.2% |
| 3M | +4.4% | -0.9% | +5.3% | +4.3% |
| 6M | -9.6% | +8.1% | -17.8% | -11.6% |
| YTD | +3.8% | +35.7% | -31.9% | -4.0% |
| 1Y | +9.5% | +34.0% | -24.4% | +1.4% |
| 3Y | +51.9% | +41.4% | +10.5% | +35.5% |
| 5Y | +78.7% | +34.0% | +44.7% | +58.7% |
| All | +272.2% | +242.1% | +30.1% | +175.1% |
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 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