+606.1%
COST vs EQIX
+246.8%
+359.3%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.4% | -1.1% | -0.1% |
| 7D | -1.2% | +0.2% | -1.4% | -1.3% |
| 30D | -4.7% | -2.5% | -2.2% | -4.1% |
| 3M | -7.1% | 0.0% | -7.1% | -7.5% |
| 6M | -8.5% | +7.6% | -16.2% | -11.2% |
| YTD | +5.4% | +37.5% | -32.1% | -5.5% |
| 1Y | -5.6% | +32.9% | -38.5% | -14.6% |
| 3Y | +68.5% | +42.8% | +25.7% | +46.0% |
| 5Y | +105.2% | +35.8% | +69.4% | +76.7% |
| All | +606.1% | +246.8% | +359.3% | +368.2% |
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