+667.4%
EQIX vs CDW
+1,014.9%
-347.5%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.9% | -3.3% | -1.2% |
| 7D | +3.5% | +13.1% | -9.6% | -0.1% |
| 30D | +2.3% | +19.1% | -16.8% | -2.9% |
| 3M | +1.1% | +24.7% | -23.6% | -5.8% |
| 6M | -1.1% | +63.4% | -64.5% | -16.2% |
| YTD | +39.1% | +26.3% | +12.8% | +25.1% |
| 1Y | +29.5% | +20.6% | +8.9% | +18.2% |
| 3Y | +45.8% | -16.3% | +62.1% | +46.6% |
| 5Y | +48.4% | -3.9% | +52.4% | +40.5% |
| 10Y | +285.1% | +331.5% | -46.5% | +132.7% |
| All | +667.4% | +1,014.9% | -347.5% | +341.2% |
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