+45.9%
EQIX vs CG
-23.0%
+68.9%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.0% | -2.8% | -2.1% |
| 7D | +4.1% | +0.2% | +3.9% | +3.9% |
| 30D | +5.8% | +11.2% | -5.4% | +2.6% |
| 3M | -1.4% | -22.1% | +20.7% | +5.4% |
| 6M | -1.2% | -17.9% | +16.7% | +3.5% |
| YTD | +39.6% | -31.3% | +70.9% | +52.9% |
| 1Y | +36.8% | -24.0% | +60.8% | +44.9% |
| 3Y | +47.3% | +45.0% | +2.3% | +16.6% |
| All | +45.9% | -23.0% | +68.9% | +32.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling