+30.4%
EQIX vs CFG
+100.9%
-70.6%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.1% | +1.6% | +0.7% |
| 7D | +1.3% | +2.7% | -1.4% | +0.7% |
| 30D | +0.3% | -3.7% | +4.0% | +1.1% |
| 3M | -1.6% | +9.5% | -11.0% | -3.6% |
| 6M | +12.2% | +22.2% | -10.1% | +7.2% |
| YTD | +38.0% | +22.3% | +15.6% | +31.2% |
| 1Y | +38.9% | +39.4% | -0.5% | +27.9% |
| 3Y | +43.8% | +188.5% | -144.7% | +9.5% |
| 5Y | +30.4% | +101.5% | -71.2% | +6.8% |
| All | +30.4% | +100.9% | -70.6% | +6.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling