+387.6%
CPRT vs EQIX
+242.1%
+145.5%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.8% | -2.2% | -3.3% |
| 7D | -8.4% | -1.6% | -6.8% | -7.9% |
| 30D | +4.6% | -0.4% | +5.0% | +4.7% |
| 3M | -1.9% | -0.9% | -1.0% | -2.1% |
| 6M | -15.3% | +8.1% | -23.4% | -18.4% |
| YTD | -21.5% | +35.7% | -57.1% | -31.3% |
| 1Y | -36.6% | +34.0% | -70.6% | -44.4% |
| 3Y | -31.2% | +41.4% | -72.6% | -42.4% |
| 5Y | -14.1% | +34.0% | -48.1% | -28.3% |
| All | +387.6% | +242.1% | +145.5% | +208.6% |
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