+285.1%
EQIX vs CMS
+134.3%
+150.7%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.8% | -0.6% |
| 7D | +3.5% | +0.5% | +3.0% | +3.2% |
| 30D | +2.3% | +7.4% | -5.1% | -2.0% |
| 3M | +1.1% | +1.9% | -0.7% | -0.2% |
| 6M | -1.1% | -2.3% | +1.2% | -0.4% |
| YTD | +39.1% | +3.0% | +36.2% | +35.3% |
| 1Y | +29.5% | -2.8% | +32.3% | +30.2% |
| 3Y | +45.8% | +37.9% | +7.9% | +16.5% |
| 5Y | +48.4% | +34.0% | +14.5% | +19.8% |
| 10Y | +285.1% | +138.1% | +146.9% | +122.0% |
| All | +285.1% | +134.3% | +150.7% | +122.0% |
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