+1,298.9%
COHR vs EQIX
+246.8%
+1,052.1%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.4% | +2.8% | +3.4% |
| 7D | +8.3% | +0.2% | +8.2% | +8.3% |
| 30D | -14.1% | -2.5% | -11.7% | -12.8% |
| 3M | -16.0% | 0.0% | -16.0% | -15.9% |
| 6M | +21.5% | +7.6% | +13.8% | +17.5% |
| YTD | +65.4% | +37.5% | +27.9% | +39.3% |
| 1Y | +195.0% | +32.9% | +162.1% | +152.8% |
| 3Y | +830.2% | +42.8% | +787.4% | +669.7% |
| 5Y | +397.1% | +35.8% | +361.3% | +312.0% |
| All | +1,298.9% | +246.8% | +1,052.1% | +657.6% |
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