-15.3%
CTSH vs EQIX
+51.6%
-66.9%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.4% | -1.5% | -1.1% |
| 7D | -4.2% | +7.6% | -11.8% | -5.5% |
| 30D | +3.9% | +5.2% | -1.3% | +2.7% |
| 3M | +10.2% | +0.8% | +9.4% | +9.6% |
| 6M | +35.3% | +0.2% | +35.1% | +34.3% |
| YTD | -21.8% | +42.2% | -64.0% | -30.3% |
| 1Y | -12.1% | +34.7% | -46.9% | -20.5% |
| 3Y | +2.0% | +49.0% | -46.9% | -12.0% |
| 5Y | -15.3% | +52.8% | -68.1% | -29.0% |
| All | -15.3% | +51.6% | -66.9% | -29.0% |
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