+395.2%
COR vs EQIX
+246.8%
+148.4%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.4% | -1.2% | -0.1% |
| 7D | -2.8% | +0.2% | -3.0% | -2.9% |
| 30D | +2.6% | -2.5% | +5.0% | +3.0% |
| 3M | +14.5% | 0.0% | +14.5% | +14.1% |
| 6M | -7.8% | +7.6% | -15.5% | -9.8% |
| YTD | -4.2% | +37.5% | -41.7% | -11.7% |
| 1Y | +7.0% | +32.9% | -25.9% | -0.7% |
| 3Y | +85.5% | +42.8% | +42.8% | +65.0% |
| 5Y | +181.2% | +35.8% | +145.4% | +149.0% |
| All | +395.2% | +246.8% | +148.4% | +253.8% |
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