+248.8%
EQIX vs CAPR
-77.3%
+326.1%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.6% | +4.8% | +0.2% |
| 7D | +2.3% | -12.6% | +15.0% | +2.5% |
| 30D | +0.4% | +124.4% | -124.0% | -0.4% |
| 3M | -1.1% | -66.8% | +65.7% | -0.8% |
| 6M | +11.5% | -71.8% | +83.3% | +11.9% |
| YTD | +38.2% | -70.1% | +108.3% | +38.7% |
| 1Y | +36.7% | +33.3% | +3.3% | +32.8% |
| 3Y | +44.1% | +36.7% | +7.4% | +37.7% |
| 5Y | +34.8% | +72.5% | -37.6% | +27.6% |
| 10Y | +248.8% | -77.3% | +326.1% | +217.9% |
| All | +248.8% | -77.3% | +326.1% | +217.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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