+784.9%
EQIX vs CG
+351.2%
+433.7%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.2% | -0.1% |
| 7D | -0.8% | -4.3% | +3.5% | +0.3% |
| 30D | -1.4% | -5.1% | +3.6% | -0.4% |
| 3M | -4.4% | +8.7% | -13.1% | -6.8% |
| 6M | +7.9% | -9.2% | +17.2% | +9.6% |
| YTD | +37.3% | -18.9% | +56.1% | +42.7% |
| 1Y | +37.8% | -25.6% | +63.4% | +45.8% |
| 3Y | +42.0% | +57.3% | -15.3% | +20.0% |
| 5Y | +29.6% | +10.2% | +19.5% | +15.6% |
| 10Y | +238.3% | +364.2% | -125.9% | +115.7% |
| All | +784.9% | +351.2% | +433.7% | +475.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling