+49.3%
EQIX vs CVE
+70.2%
-21.0%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.7% | -1.0% | +1.5% |
| 7D | +1.3% | +0.1% | +1.3% | +1.3% |
| 30D | +3.4% | -10.8% | +14.3% | +4.3% |
| 3M | +3.9% | -4.3% | +8.3% | +4.0% |
| 6M | -0.7% | -1.5% | +0.7% | -1.2% |
| YTD | +41.5% | +70.7% | -29.2% | +31.0% |
| 1Y | +32.9% | +58.1% | -25.2% | +24.2% |
| All | +49.3% | +70.2% | -21.0% | +30.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling