+267.7%
EQIX vs CF
+546.3%
-278.6%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -0.1% | +4.2% | +4.1% |
| 7D | +6.1% | -0.9% | +7.0% | +6.1% |
| 30D | +2.8% | +6.9% | -4.2% | +2.1% |
| 3M | +1.6% | +4.8% | -3.2% | +1.0% |
| 6M | -0.7% | +4.7% | -5.3% | -1.5% |
| YTD | +39.7% | +56.5% | -16.8% | +32.6% |
| 1Y | +30.6% | +48.4% | -17.8% | +24.5% |
| 3Y | +48.4% | +59.1% | -10.7% | +39.5% |
| 5Y | +46.0% | +109.5% | -63.5% | +31.5% |
| 10Y | +267.7% | +487.0% | -219.3% | +201.7% |
| All | +267.7% | +546.3% | -278.6% | +201.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 CF 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