+206.1%
COR vs EQIX
+50.1%
+156.0%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.8% | +4.7% | +3.1% |
| 7D | +7.8% | +4.1% | +3.8% | +7.4% |
| 30D | +7.0% | +5.8% | +1.2% | +6.5% |
| 3M | +16.3% | -1.4% | +17.6% | +16.3% |
| 6M | +41.3% | -1.2% | +42.5% | +41.2% |
| YTD | +7.1% | +39.6% | -32.5% | +2.8% |
| 1Y | -0.8% | +36.8% | -37.7% | -4.6% |
| 3Y | +85.0% | +47.3% | +37.7% | +73.7% |
| All | +206.1% | +50.1% | +156.0% | +183.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling