+244.0%
EQIX vs CLX
-3.7%
+247.6%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.1% | +2.5% | +1.7% |
| 7D | +0.2% | -5.7% | +5.9% | +1.7% |
| 30D | -2.5% | -17.0% | +14.5% | +2.3% |
| 3M | 0.0% | -9.7% | +9.6% | +2.2% |
| 6M | +7.6% | -19.8% | +27.5% | +13.2% |
| YTD | +37.5% | -9.8% | +47.4% | +39.3% |
| 1Y | +32.9% | -26.2% | +59.1% | +42.5% |
| 3Y | +42.8% | -36.2% | +78.9% | +57.9% |
| 5Y | +35.8% | -38.3% | +74.2% | +48.1% |
| All | +244.0% | -3.7% | +247.6% | +207.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CLX.
Daily Out/Under-Performance
Portfolio return minus CLX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLX 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 CLX 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