+582.8%
EQIX vs CFG
+358.2%
+224.6%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.4% |
| 7D | +3.5% | +0.7% | +2.8% | +3.4% |
| 30D | +2.3% | +2.8% | -0.4% | +1.9% |
| 3M | +1.1% | -10.1% | +11.2% | +2.7% |
| 6M | -1.1% | +3.2% | -4.3% | -1.7% |
| YTD | +39.1% | +14.2% | +24.9% | +35.8% |
| 1Y | +29.5% | +27.4% | +2.1% | +24.2% |
| 3Y | +45.8% | +187.6% | -141.8% | +22.6% |
| 5Y | +48.4% | +65.7% | -17.3% | +32.5% |
| 10Y | +285.1% | +219.7% | +65.4% | +181.4% |
| All | +582.8% | +358.2% | +224.6% | +338.4% |
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