+216.7%
CTVA vs EQIX
+138.2%
+78.5%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.4% | -2.1% | -1.1% |
| 7D | -4.5% | +0.2% | -4.7% | -4.6% |
| 30D | +11.3% | -2.5% | +13.8% | +11.9% |
| 3M | +12.3% | 0.0% | +12.4% | +12.0% |
| 6M | +7.2% | +7.6% | -0.5% | +4.7% |
| YTD | +26.0% | +37.5% | -11.5% | +14.6% |
| 1Y | +16.0% | +32.9% | -16.9% | +6.3% |
| 3Y | +73.9% | +42.8% | +31.2% | +53.3% |
| 5Y | +103.8% | +35.8% | +68.0% | +79.0% |
| All | +216.7% | +138.2% | +78.5% | +117.1% |
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