+248.8%
EQIX vs CFG
+308.1%
-59.3%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.1% | +0.3% |
| 7D | +2.3% | -0.6% | +2.9% | +2.4% |
| 30D | +0.4% | -4.5% | +5.0% | +1.1% |
| 3M | -1.1% | +6.3% | -7.4% | -2.0% |
| 6M | +11.5% | +20.6% | -9.1% | +8.4% |
| YTD | +38.2% | +21.2% | +17.0% | +34.0% |
| 1Y | +36.7% | +38.2% | -1.5% | +29.9% |
| 3Y | +44.1% | +185.9% | -141.9% | +22.6% |
| 5Y | +34.8% | +97.0% | -62.1% | +18.7% |
| 10Y | +248.8% | +306.8% | -58.0% | +175.5% |
| All | +248.8% | +308.1% | -59.3% | +175.5% |
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