+242.8%
EQIX vs CAG
+151.3%
+91.5%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.2% | -3.0% | -2.1% |
| 7D | +4.1% | -3.3% | +7.4% | +5.1% |
| 30D | +5.8% | +7.7% | -1.9% | +3.0% |
| 3M | -1.4% | -3.2% | +1.8% | -1.2% |
| 6M | -1.2% | +7.0% | -8.2% | -4.6% |
| YTD | +39.6% | -9.0% | +48.6% | +40.6% |
| 1Y | +36.8% | -9.6% | +46.5% | +38.0% |
| 3Y | +47.3% | -36.0% | +83.2% | +62.8% |
| 5Y | +50.1% | -40.9% | +91.0% | +68.6% |
| 10Y | +293.3% | -37.3% | +330.6% | +308.2% |
| All | +242.8% | +151.3% | +91.5% | +132.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling