-17.1%
CTSH vs EQIX
+31.3%
-48.4%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.2% | -3.0% | -2.9% |
| 7D | -8.2% | +2.3% | -10.5% | -8.7% |
| 30D | +0.4% | +0.4% | -0.1% | +0.2% |
| 3M | +10.6% | -1.1% | +11.7% | +10.4% |
| 6M | -8.8% | +11.5% | -20.3% | -11.9% |
| YTD | -28.6% | +38.2% | -66.8% | -35.6% |
| 1Y | -15.9% | +36.7% | -52.6% | -24.1% |
| 3Y | -13.9% | +44.1% | -58.0% | -24.6% |
| 5Y | -17.1% | +34.8% | -51.9% | -29.8% |
| All | -17.1% | +31.3% | -48.4% | -29.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling