+60.0%
CSGP vs EQIX
+293.0%
-232.9%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.8% | +4.6% | +3.5% |
| 7D | +1.3% | +4.1% | -2.7% | -0.3% |
| 30D | +2.8% | +5.8% | -3.0% | 0.0% |
| 3M | -6.3% | -1.4% | -4.9% | -6.7% |
| 6M | -3.2% | -1.2% | -1.9% | -4.2% |
| YTD | -54.0% | +39.6% | -93.6% | -61.5% |
| 1Y | -54.8% | +36.8% | -91.7% | -61.9% |
| 3Y | -60.6% | +47.3% | -107.8% | -68.9% |
| 5Y | -62.6% | +50.1% | -112.8% | -71.4% |
| All | +60.0% | +293.0% | -232.9% | -14.1% |
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