+285.1%
EQIX vs CBRE
+379.0%
-94.0%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.4% | -2.2% | -1.9% |
| 7D | +4.1% | -1.8% | +5.8% | +4.6% |
| 30D | +5.8% | +3.3% | +2.5% | +4.6% |
| 3M | -1.4% | -12.4% | +11.0% | +2.2% |
| 6M | -1.2% | -5.4% | +4.1% | -0.5% |
| YTD | +39.6% | -17.2% | +56.8% | +44.9% |
| 1Y | +36.8% | -13.1% | +49.9% | +39.6% |
| 3Y | +47.3% | +81.6% | -34.3% | +17.3% |
| 5Y | +50.1% | +26.4% | +23.7% | +30.2% |
| All | +285.1% | +379.0% | -94.0% | +144.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CBRE.
Daily Out/Under-Performance
Portfolio return minus CBRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBRE 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 CBRE 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