+292.0%
EQIX vs CFG
+214.3%
+77.7%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.2% | +0.6% |
| 7D | +7.6% | +1.6% | +5.9% | +7.3% |
| 30D | +5.2% | +3.3% | +2.0% | +4.8% |
| 3M | +0.8% | -11.5% | +12.4% | +2.6% |
| 6M | +0.2% | +6.2% | -6.0% | -0.7% |
| YTD | +42.2% | +14.3% | +27.9% | +38.9% |
| 1Y | +34.7% | +26.7% | +8.0% | +29.6% |
| 3Y | +49.0% | +187.8% | -138.8% | +26.4% |
| 5Y | +52.8% | +61.3% | -8.5% | +37.3% |
| All | +292.0% | +214.3% | +77.7% | +236.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 CFG 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