+336.7%
COP vs EQIX
+293.0%
+43.7%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.8% | +3.4% | +1.9% |
| 7D | +4.4% | +4.1% | +0.4% | +3.5% |
| 30D | 0.0% | +5.8% | -5.9% | -1.4% |
| 3M | +15.0% | -1.4% | +16.4% | +15.0% |
| 6M | +22.0% | -1.2% | +23.2% | +21.6% |
| YTD | +55.3% | +39.6% | +15.7% | +42.7% |
| 1Y | +64.1% | +36.8% | +27.3% | +51.4% |
| 3Y | +34.1% | +47.3% | -13.2% | +19.7% |
| 5Y | +133.4% | +50.1% | +83.2% | +103.2% |
| All | +336.7% | +293.0% | +43.7% | +194.0% |
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