+32.9%
EQIX vs CMS
-2.8%
+35.7%
-14.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.2% | +1.9% | +1.8% |
| 7D | +1.3% | -1.1% | +2.4% | +1.5% |
| 30D | +3.4% | +6.6% | -3.1% | +2.0% |
| 3M | +3.9% | +0.8% | +3.1% | +3.9% |
| 6M | -0.7% | -3.3% | +2.6% | +0.1% |
| YTD | +41.5% | +2.7% | +38.8% | +39.1% |
| 1Y | +32.9% | -4.0% | +36.9% | +34.4% |
| All | +32.9% | -2.8% | +35.7% | +34.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling