+40.8%
EQIX vs CRS
+620.4%
-579.5%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.2% | +0.4% | -1.5% |
| 7D | -1.6% | -4.1% | +2.5% | -1.1% |
| 30D | -0.4% | -16.6% | +16.2% | +2.0% |
| 3M | -0.9% | -14.3% | +13.3% | +0.8% |
| 6M | +8.1% | +11.6% | -3.5% | +5.6% |
| YTD | +35.7% | +42.6% | -6.9% | +27.5% |
| 1Y | +34.0% | +81.8% | -47.9% | +20.4% |
| All | +40.8% | +620.4% | -579.5% | -1.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling