+237.0%
EQIX vs CMS
+465.7%
-228.7%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.3% | -0.4% |
| 7D | -0.8% | +0.4% | -1.2% | -0.9% |
| 30D | -1.4% | -3.6% | +2.2% | 0.0% |
| 3M | -4.4% | -1.9% | -2.5% | -3.9% |
| 6M | +7.9% | -11.0% | +18.9% | +12.6% |
| YTD | +37.3% | +0.2% | +37.1% | +36.6% |
| 1Y | +37.8% | -1.3% | +39.1% | +37.9% |
| 3Y | +42.0% | +35.9% | +6.0% | +24.2% |
| 5Y | +29.6% | +23.1% | +6.6% | +17.7% |
| 10Y | +238.3% | +117.9% | +120.4% | +148.9% |
| All | +237.0% | +465.7% | -228.7% | +68.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling