+3,325.4%
EQIX vs CF
+5,315.1%
-1,989.7%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.7% | +0.8% | +1.4% |
| 7D | -0.1% | -3.2% | +3.1% | +0.4% |
| 30D | -1.8% | +4.3% | -6.2% | -3.0% |
| 3M | -3.4% | +2.8% | -6.2% | -4.5% |
| 6M | -6.0% | +0.6% | -6.6% | -7.2% |
| YTD | +34.2% | +56.6% | -22.4% | +18.6% |
| 1Y | +26.2% | +49.6% | -23.4% | +12.6% |
| 3Y | +41.7% | +61.5% | -19.8% | +21.8% |
| 5Y | +43.1% | +124.0% | -80.9% | +8.9% |
| 10Y | +260.8% | +573.2% | -312.4% | +83.0% |
| All | +3,325.4% | +5,315.1% | -1,989.7% | +561.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling