+239.3%
EQIX vs CG
+321.9%
-82.5%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.4% | +0.5% | -1.2% |
| 7D | -1.6% | -9.8% | +8.2% | +1.0% |
| 30D | -0.4% | -10.3% | +9.9% | +2.3% |
| 3M | -0.9% | -1.7% | +0.7% | -1.0% |
| 6M | +8.1% | -9.8% | +17.9% | +10.0% |
| YTD | +35.7% | -25.6% | +61.3% | +44.6% |
| 1Y | +34.0% | -32.5% | +66.5% | +46.0% |
| 3Y | +41.4% | +45.6% | -4.2% | +19.5% |
| 5Y | +34.0% | +3.7% | +30.3% | +19.3% |
| All | +239.3% | +321.9% | -82.5% | +121.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 CG 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