+65.2%
CSGP vs EQIX
+257.3%
-192.1%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +1.5% | -6.2% | -5.3% |
| 7D | +1.3% | -0.1% | +1.4% | +1.2% |
| 30D | +10.7% | -1.8% | +12.5% | +10.8% |
| 3M | +3.3% | -3.4% | +6.6% | +3.6% |
| 6M | -10.3% | -6.0% | -4.3% | -9.5% |
| YTD | -54.6% | +34.2% | -88.8% | -61.4% |
| 1Y | -54.6% | +26.2% | -80.9% | -60.4% |
| 3Y | -60.3% | +41.7% | -102.0% | -68.2% |
| 5Y | -63.3% | +43.1% | -106.4% | -71.3% |
| All | +65.2% | +257.3% | -192.1% | -6.6% |
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