+267.7%
EQIX vs CVE
+136.7%
+131.0%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +0.5% | +3.6% | +4.1% |
| 7D | +6.1% | -10.1% | +16.2% | +6.9% |
| 30D | +2.8% | -12.1% | +14.9% | +3.7% |
| 3M | +1.6% | -1.9% | +3.5% | +1.6% |
| 6M | -0.7% | -1.8% | +1.2% | -0.9% |
| YTD | +39.7% | +65.8% | -26.1% | +33.6% |
| 1Y | +30.6% | +60.8% | -30.3% | +25.1% |
| 3Y | +48.4% | +70.1% | -21.7% | +40.2% |
| 5Y | +46.0% | +134.8% | -88.7% | +34.0% |
| 10Y | +267.7% | +130.1% | +137.6% | +202.2% |
| All | +267.7% | +136.7% | +131.0% | +202.2% |
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