+684.1%
EQIX vs CDW
+1,037.5%
-353.4%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.6% | +0.5% |
| 7D | +7.6% | +9.1% | -1.5% | +4.9% |
| 30D | +5.2% | +13.7% | -8.5% | +1.2% |
| 3M | +0.8% | +27.0% | -26.2% | -6.6% |
| 6M | +0.2% | +75.9% | -75.6% | -16.9% |
| YTD | +42.2% | +28.9% | +13.3% | +27.1% |
| 1Y | +34.7% | +19.6% | +15.1% | +23.4% |
| 3Y | +49.0% | -14.6% | +63.6% | +48.9% |
| 5Y | +52.8% | -3.2% | +56.0% | +44.4% |
| 10Y | +300.4% | +321.3% | -20.9% | +143.4% |
| All | +684.1% | +1,037.5% | -353.4% | +348.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CDW.
Daily Out/Under-Performance
Portfolio return minus CDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDW 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 CDW 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