+36.5%
EQIX vs CAPR
+69.4%
-32.9%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.8% | +0.5% | +1.4% |
| 7D | +0.2% | -11.0% | +11.1% | +0.3% |
| 30D | -2.5% | +99.8% | -102.2% | -3.2% |
| 3M | 0.0% | -66.6% | +66.5% | +0.2% |
| 6M | +7.6% | -75.1% | +82.7% | +8.2% |
| YTD | +37.5% | -71.0% | +108.5% | +38.0% |
| 1Y | +32.9% | +30.0% | +2.9% | +29.3% |
| 3Y | +42.8% | +29.0% | +13.8% | +31.5% |
| All | +36.5% | +69.4% | -32.9% | +17.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling