+238.7%
EQIX vs CAG
+157.3%
+81.3%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.4% | +1.9% | +0.9% |
| 7D | +1.3% | -5.3% | +6.6% | +3.0% |
| 30D | +0.3% | +1.0% | -0.7% | -0.1% |
| 3M | -1.6% | +17.4% | -18.9% | -6.9% |
| 6M | +12.2% | -16.8% | +29.0% | +17.5% |
| YTD | +38.0% | -6.8% | +44.8% | +38.8% |
| 1Y | +38.9% | -15.4% | +54.3% | +43.7% |
| 3Y | +43.8% | -37.1% | +80.9% | +61.0% |
| 5Y | +30.4% | -41.3% | +71.6% | +47.8% |
| 10Y | +238.6% | -35.5% | +274.1% | +249.9% |
| All | +238.7% | +157.3% | +81.3% | +129.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded CAG 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling