+237.0%
EQIX vs CP
+4,692.4%
-4,455.4%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.3% | -0.8% | -0.6% |
| 7D | -0.8% | -2.7% | +1.9% | +0.3% |
| 30D | -1.4% | +0.2% | -1.6% | -1.6% |
| 3M | -4.4% | +2.6% | -7.0% | -5.8% |
| 6M | +7.9% | +6.0% | +2.0% | +4.5% |
| YTD | +37.3% | +24.9% | +12.3% | +23.3% |
| 1Y | +37.8% | +20.1% | +17.7% | +25.6% |
| 3Y | +42.0% | +16.4% | +25.6% | +28.8% |
| 5Y | +29.6% | +31.7% | -2.1% | +9.7% |
| 10Y | +238.3% | +223.9% | +14.5% | +80.3% |
| All | +237.0% | +4,692.4% | -4,455.4% | -25.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling