+408.2%
CSX vs EQIX
+284.9%
+123.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.4% | +1.6% | +1.3% |
| 7D | +0.7% | +3.5% | -2.8% | -0.5% |
| 30D | +8.1% | +2.3% | +5.7% | +7.0% |
| 3M | +2.2% | +1.1% | +1.1% | +1.3% |
| 6M | +14.6% | -1.1% | +15.7% | +14.1% |
| YTD | +42.2% | +39.1% | +3.1% | +25.3% |
| 1Y | +47.3% | +29.5% | +17.8% | +33.0% |
| 3Y | +73.5% | +45.8% | +27.7% | +46.7% |
| 5Y | +54.1% | +48.4% | +5.7% | +26.1% |
| All | +408.2% | +284.9% | +123.3% | +198.2% |
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