+337.5%
COP vs EQIX
+242.1%
+95.4%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.8% | +2.2% | +0.8% |
| 7D | +1.0% | -1.6% | +2.6% | +1.3% |
| 30D | +9.6% | -0.4% | +9.9% | +9.6% |
| 3M | +15.0% | -0.9% | +16.0% | +15.0% |
| 6M | +21.8% | +8.1% | +13.6% | +19.2% |
| YTD | +49.6% | +35.7% | +14.0% | +38.9% |
| 1Y | +49.9% | +34.0% | +15.9% | +39.3% |
| 3Y | +22.6% | +41.4% | -18.8% | +10.8% |
| 5Y | +193.6% | +34.0% | +159.6% | +164.0% |
| All | +337.5% | +242.1% | +95.4% | +195.9% |
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