+34.0%
EQIX vs CAG
-42.8%
+76.8%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.7% | +0.9% | -1.4% |
| 7D | -1.6% | -5.9% | +4.3% | -0.7% |
| 30D | -0.4% | -1.5% | +1.2% | -0.3% |
| 3M | -0.9% | +11.5% | -12.4% | -3.1% |
| 6M | +8.1% | -15.7% | +23.8% | +11.3% |
| YTD | +35.7% | -10.2% | +45.9% | +37.3% |
| 1Y | +34.0% | -18.1% | +52.0% | +38.2% |
| 3Y | +41.4% | -39.4% | +80.8% | +54.0% |
| 5Y | +34.0% | -42.6% | +76.6% | +47.6% |
| All | +34.0% | -42.8% | +76.8% | +47.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling