+34.1%
CTSH vs EQIX
+293.0%
-258.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.8% | +0.6% | -0.6% |
| 7D | -2.6% | +4.1% | -6.7% | -3.9% |
| 30D | +0.9% | +5.8% | -4.9% | -1.3% |
| 3M | +6.9% | -1.4% | +8.3% | +6.5% |
| 6M | +38.8% | -1.2% | +40.1% | +37.5% |
| YTD | -22.7% | +39.6% | -62.3% | -33.0% |
| 1Y | -12.4% | +36.8% | -49.3% | -23.6% |
| 3Y | +1.3% | +47.3% | -46.0% | -15.9% |
| 5Y | -16.3% | +50.1% | -66.4% | -32.6% |
| All | +34.1% | +293.0% | -258.8% | -20.7% |
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