+285.1%
EQIX vs CMS
+140.2%
+144.8%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.7% | -3.4% | -2.7% |
| 7D | +4.1% | +1.7% | +2.3% | +3.0% |
| 30D | +5.8% | +6.2% | -0.4% | +2.0% |
| 3M | -1.4% | +0.6% | -2.0% | -2.0% |
| 6M | -1.2% | -1.8% | +0.5% | -0.9% |
| YTD | +39.6% | +3.8% | +35.8% | +35.1% |
| 1Y | +36.8% | -1.8% | +38.6% | +36.7% |
| 3Y | +47.3% | +39.8% | +7.4% | +16.6% |
| 5Y | +50.1% | +37.1% | +13.0% | +19.4% |
| All | +285.1% | +140.2% | +144.8% | +117.6% |
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