+65.1%
CSGP vs EQIX
+266.7%
-201.6%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.4% | -2.5% | -2.7% |
| 7D | -3.2% | +3.5% | -6.7% | -4.5% |
| 30D | +2.2% | +2.3% | -0.1% | +0.8% |
| 3M | -3.7% | +1.1% | -4.8% | -5.1% |
| 6M | -7.4% | -1.1% | -6.3% | -8.5% |
| YTD | -54.9% | +39.1% | -94.0% | -62.2% |
| 1Y | -54.9% | +29.5% | -84.4% | -61.0% |
| 3Y | -61.9% | +45.8% | -107.7% | -69.8% |
| 5Y | -63.1% | +48.4% | -111.6% | -71.6% |
| 10Y | +65.1% | +285.1% | -219.9% | -12.2% |
| All | +65.1% | +266.7% | -201.6% | -12.2% |
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