+573.7%
EQIX vs CFG
+396.4%
+177.3%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.4% | -0.5% |
| 7D | -0.8% | +1.5% | -2.3% | -1.0% |
| 30D | -1.4% | -3.8% | +2.4% | -0.9% |
| 3M | -4.4% | +11.5% | -15.9% | -6.1% |
| 6M | +7.9% | +19.2% | -11.2% | +5.0% |
| YTD | +37.3% | +23.7% | +13.6% | +32.4% |
| 1Y | +37.8% | +38.8% | -1.1% | +30.4% |
| 3Y | +42.0% | +178.9% | -136.9% | +19.7% |
| 5Y | +29.6% | +101.8% | -72.1% | +12.7% |
| 10Y | +238.3% | +317.3% | -78.9% | +133.3% |
| All | +573.7% | +396.4% | +177.3% | +327.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling