+285.1%
EQIX vs CP
+255.2%
+29.9%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.2% | -0.3% |
| 7D | +3.5% | +2.8% | +0.7% | +2.5% |
| 30D | +2.3% | +11.0% | -8.7% | -1.7% |
| 3M | +1.1% | +3.8% | -2.7% | -0.5% |
| 6M | -1.1% | +9.5% | -10.6% | -4.9% |
| YTD | +39.1% | +28.2% | +10.9% | +25.2% |
| 1Y | +29.5% | +33.0% | -3.4% | +14.8% |
| 3Y | +45.8% | +35.5% | +10.3% | +25.7% |
| 5Y | +48.4% | +25.8% | +22.7% | +30.3% |
| 10Y | +285.1% | +250.7% | +34.3% | +127.2% |
| All | +285.1% | +255.2% | +29.9% | +127.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 CP 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