+285.1%
EQIX vs CVE
+132.7%
+152.3%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.7% | -0.4% |
| 7D | +3.5% | -10.0% | +13.5% | +4.3% |
| 30D | +2.3% | -11.9% | +14.2% | +3.2% |
| 3M | +1.1% | -5.9% | +7.1% | +1.4% |
| 6M | -1.1% | -1.6% | +0.5% | -1.3% |
| YTD | +39.1% | +66.3% | -27.1% | +33.0% |
| 1Y | +29.5% | +57.5% | -28.0% | +24.3% |
| 3Y | +45.8% | +65.4% | -19.6% | +38.1% |
| 5Y | +48.4% | +144.2% | -95.7% | +36.0% |
| 10Y | +285.1% | +135.5% | +149.5% | +216.0% |
| All | +285.1% | +132.7% | +152.3% | +216.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CVE.
Daily Out/Under-Performance
Portfolio return minus CVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CVE 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 CVE 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