+503.2%
CMI vs EQIX
+246.8%
+256.4%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.4% | -0.1% | +0.8% |
| 7D | -0.7% | +0.2% | -0.9% | -0.8% |
| 30D | -12.4% | -2.5% | -9.9% | -11.8% |
| 3M | -14.8% | 0.0% | -14.7% | -14.9% |
| 6M | +0.8% | +7.6% | -6.8% | -1.4% |
| YTD | +10.2% | +37.5% | -27.3% | +0.3% |
| 1Y | +37.4% | +32.9% | +4.5% | +26.1% |
| 3Y | +153.3% | +42.8% | +110.5% | +126.1% |
| 5Y | +167.6% | +35.8% | +131.8% | +137.5% |
| All | +503.2% | +246.8% | +256.4% | +313.0% |
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