+34.8%
EQIX vs CG
+5.5%
+29.3%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.0% | +4.2% | +1.3% |
| 7D | +2.3% | -6.4% | +8.8% | +4.2% |
| 30D | +0.4% | -7.1% | +7.5% | +2.2% |
| 3M | -1.1% | -1.6% | +0.5% | -1.2% |
| 6M | +11.5% | -8.3% | +19.8% | +13.1% |
| YTD | +38.2% | -23.8% | +62.0% | +47.2% |
| 1Y | +36.7% | -28.7% | +65.4% | +47.8% |
| 3Y | +44.1% | +49.2% | -5.1% | +14.9% |
| 5Y | +34.8% | +5.5% | +29.3% | +11.6% |
| All | +34.8% | +5.5% | +29.3% | +11.6% |
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