+237.0%
EQIX vs CLX
+468.8%
-231.9%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.3% | +0.8% | 0.0% |
| 7D | -0.8% | -9.2% | +8.4% | +2.5% |
| 30D | -1.4% | -11.0% | +9.6% | +2.4% |
| 3M | -4.4% | +5.0% | -9.5% | -6.8% |
| 6M | +7.9% | -18.8% | +26.8% | +14.5% |
| YTD | +37.3% | -4.4% | +41.7% | +36.9% |
| 1Y | +37.8% | -21.9% | +59.6% | +47.4% |
| 3Y | +42.0% | -32.8% | +74.7% | +58.0% |
| 5Y | +29.6% | -34.6% | +64.2% | +41.6% |
| 10Y | +238.3% | -4.7% | +243.0% | +205.6% |
| All | +237.0% | +468.8% | -231.9% | +85.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling