+657.2%
EQIX vs CDW
+903.1%
-245.9%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.5% | -0.2% |
| 7D | -0.8% | +3.2% | -4.0% | -1.7% |
| 30D | -1.4% | +9.3% | -10.7% | -4.2% |
| 3M | -4.4% | +9.8% | -14.2% | -7.8% |
| 6M | +7.9% | +23.3% | -15.4% | -1.4% |
| YTD | +37.3% | +13.7% | +23.6% | +28.0% |
| 1Y | +37.8% | -6.5% | +44.3% | +36.4% |
| 3Y | +42.0% | -25.2% | +67.2% | +48.3% |
| 5Y | +29.6% | -19.5% | +49.1% | +29.8% |
| 10Y | +238.3% | +285.8% | -47.5% | +112.1% |
| All | +657.2% | +903.1% | -245.9% | +351.1% |
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