+36.5%
EQIX vs CLX
-36.6%
+73.1%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.2% | +2.3% | +0.6% |
| 7D | +2.3% | -4.9% | +7.3% | +3.3% |
| 30D | +0.4% | -15.8% | +16.3% | +3.6% |
| 3M | -1.1% | -7.9% | +6.8% | +0.1% |
| 6M | +11.5% | -19.0% | +30.5% | +15.5% |
| YTD | +38.2% | -7.9% | +46.2% | +38.9% |
| 1Y | +36.7% | -25.4% | +62.0% | +43.9% |
| 3Y | +44.1% | -35.0% | +79.1% | +54.7% |
| All | +36.5% | -36.6% | +73.1% | +37.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling