+42.3%
EQIX vs CFG
+189.1%
-146.8%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.4% | -0.5% |
| 7D | -0.8% | +1.5% | -2.3% | -1.1% |
| 30D | -1.4% | -3.8% | +2.4% | -0.7% |
| 3M | -4.4% | +11.5% | -15.9% | -6.7% |
| 6M | +7.9% | +19.2% | -11.2% | +3.9% |
| YTD | +37.3% | +23.7% | +13.6% | +30.2% |
| 1Y | +37.8% | +38.8% | -1.1% | +26.9% |
| All | +42.3% | +189.1% | -146.8% | +4.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling