+3,404.1%
EQIX vs CF
+5,948.3%
-2,544.2%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.2% | +2.8% | +0.2% |
| 7D | -0.8% | +6.0% | -6.8% | -2.1% |
| 30D | -1.4% | +14.8% | -16.3% | -4.4% |
| 3M | -4.4% | +14.1% | -18.5% | -7.5% |
| 6M | +7.9% | +28.5% | -20.6% | +0.5% |
| YTD | +37.3% | +74.9% | -37.7% | +19.1% |
| 1Y | +37.8% | +61.7% | -23.9% | +21.3% |
| 3Y | +42.0% | +80.3% | -38.3% | +19.5% |
| 5Y | +29.6% | +226.0% | -196.3% | -9.5% |
| 10Y | +238.3% | +569.9% | -331.5% | +73.3% |
| All | +3,404.1% | +5,948.3% | -2,544.2% | +563.7% |
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 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