+238.9%
CRM vs EQIX
+246.8%
-7.9%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.4% | +0.6% | +1.3% |
| 7D | -4.4% | +0.2% | -4.6% | -4.5% |
| 30D | +28.1% | -2.5% | +30.6% | +29.3% |
| 3M | +48.8% | 0.0% | +48.9% | +47.4% |
| 6M | +28.3% | +7.6% | +20.6% | +22.2% |
| YTD | -6.0% | +37.5% | -43.5% | -21.1% |
| 1Y | +1.4% | +32.9% | -31.5% | -13.7% |
| 3Y | +11.8% | +42.8% | -30.9% | -10.9% |
| 5Y | -2.0% | +35.8% | -37.8% | -21.7% |
| All | +238.9% | +246.8% | -7.9% | +79.2% |
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