+237.0%
EQIX vs CRL
+844.0%
-607.0%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.7% | +1.2% | 0.0% |
| 7D | -0.8% | -1.0% | +0.2% | -0.5% |
| 30D | -1.4% | +10.7% | -12.1% | -4.5% |
| 3M | -4.4% | +55.3% | -59.7% | -17.2% |
| 6M | +7.9% | +60.7% | -52.7% | -8.8% |
| YTD | +37.3% | +44.6% | -7.3% | +18.9% |
| 1Y | +37.8% | +77.7% | -40.0% | +10.8% |
| 3Y | +42.0% | +37.6% | +4.4% | +15.6% |
| 5Y | +29.6% | -35.8% | +65.5% | +32.8% |
| 10Y | +238.3% | +241.7% | -3.4% | +83.8% |
| All | +237.0% | +844.0% | -607.0% | +19.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 CRL 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