+248.8%
EQIX vs CMS
+116.0%
+132.8%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.1% | +0.7% |
| 7D | +2.3% | +0.2% | +2.2% | +2.2% |
| 30D | +0.4% | -1.3% | +1.7% | +1.2% |
| 3M | -1.1% | -5.4% | +4.3% | +1.8% |
| 6M | +11.5% | -10.3% | +21.8% | +18.0% |
| YTD | +38.2% | -0.2% | +38.4% | +37.2% |
| 1Y | +36.7% | -0.9% | +37.5% | +36.0% |
| 3Y | +44.1% | +34.0% | +10.1% | +17.1% |
| 5Y | +34.8% | +23.6% | +11.3% | +14.3% |
| 10Y | +248.8% | +122.2% | +126.5% | +100.4% |
| All | +248.8% | +116.0% | +132.8% | +100.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS 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 CMS 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