+65.0%
CTAS vs EQIX
+43.4%
+21.7%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.4% | -0.3% |
| 7D | +1.0% | +2.3% | -1.4% | +0.5% |
| 30D | -1.1% | +0.4% | -1.5% | -1.2% |
| 3M | +11.5% | -1.1% | +12.6% | +11.4% |
| 6M | +0.2% | +11.5% | -11.3% | -2.8% |
| YTD | +7.2% | +38.2% | -31.0% | -2.1% |
| 1Y | 0.0% | +36.7% | -36.7% | -8.6% |
| All | +65.0% | +43.4% | +21.7% | +52.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling