+239.3%
EQIX vs CBRE
+398.3%
-159.0%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.2% | -0.6% | -1.5% |
| 7D | -1.6% | -7.2% | +5.6% | +0.6% |
| 30D | -0.4% | -6.4% | +6.1% | +1.4% |
| 3M | -0.9% | +2.9% | -3.9% | -2.3% |
| 6M | +8.1% | +2.5% | +5.6% | +6.4% |
| YTD | +35.7% | -14.2% | +49.8% | +39.6% |
| 1Y | +34.0% | -15.1% | +49.1% | +38.2% |
| 3Y | +41.4% | +61.9% | -20.5% | +16.9% |
| 5Y | +34.0% | +42.4% | -8.4% | +12.8% |
| All | +239.3% | +398.3% | -159.0% | +101.7% |
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