+671.2%
CTAS vs EQIX
+242.1%
+429.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.8% | +1.0% | -0.2% |
| 7D | -1.3% | -1.6% | +0.3% | -0.7% |
| 30D | -3.1% | -0.4% | -2.7% | -3.1% |
| 3M | +10.3% | -0.9% | +11.2% | +10.0% |
| 6M | +1.6% | +8.1% | -6.5% | -1.9% |
| YTD | +6.3% | +35.7% | -29.3% | -6.1% |
| 1Y | -0.5% | +34.0% | -34.4% | -12.0% |
| 3Y | +64.6% | +41.4% | +23.2% | +39.6% |
| 5Y | +106.0% | +34.0% | +72.0% | +74.3% |
| All | +671.2% | +242.1% | +429.1% | +388.9% |
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