+244.0%
EQIX vs CRS
+1,392.1%
-1,148.1%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.1% | +2.5% | +1.5% |
| 7D | +0.2% | -6.8% | +6.9% | +1.0% |
| 30D | -2.5% | -16.1% | +13.7% | -0.4% |
| 3M | 0.0% | -21.2% | +21.1% | +2.7% |
| 6M | +7.6% | +8.7% | -1.0% | +5.8% |
| YTD | +37.5% | +41.0% | -3.5% | +30.5% |
| 1Y | +32.9% | +82.7% | -49.8% | +21.5% |
| 3Y | +42.8% | +604.8% | -562.0% | +8.5% |
| 5Y | +35.8% | +1,384.7% | -1,348.9% | -6.5% |
| All | +244.0% | +1,392.1% | -1,148.1% | +113.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CRS.
Daily Out/Under-Performance
Portfolio return minus CRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRS 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 CRS 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