+1,575.5%
EQIX vs CBOE
+1,020.3%
+555.2%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.3% |
| 7D | +2.3% | -0.8% | +3.1% | +2.5% |
| 30D | +0.4% | +2.7% | -2.2% | -0.3% |
| 3M | -1.1% | +0.7% | -1.8% | -2.1% |
| 6M | +11.5% | -2.0% | +13.4% | +10.3% |
| YTD | +38.2% | +17.1% | +21.1% | +30.3% |
| 1Y | +36.7% | +26.5% | +10.2% | +26.0% |
| 3Y | +44.1% | +96.1% | -52.0% | +15.4% |
| 5Y | +34.8% | +149.3% | -114.5% | -0.1% |
| 10Y | +248.8% | +386.5% | -137.7% | +101.0% |
| All | +1,575.5% | +1,020.3% | +555.2% | +569.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CBOE.
Daily Out/Under-Performance
Portfolio return minus CBOE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBOE 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 CBOE 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