+52.8%
EQIX vs CVE
+156.5%
-103.7%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.7% | -1.2% | +0.3% |
| 7D | +7.6% | +4.6% | +2.9% | +7.1% |
| 30D | +5.2% | -12.0% | +17.2% | +6.5% |
| 3M | +0.8% | -3.8% | +4.6% | +0.9% |
| 6M | +0.2% | -2.7% | +3.0% | 0.0% |
| YTD | +42.2% | +73.6% | -31.4% | +31.9% |
| 1Y | +34.7% | +62.0% | -27.3% | +26.0% |
| 3Y | +49.0% | +72.7% | -23.7% | +35.5% |
| 5Y | +52.8% | +153.9% | -101.1% | +38.5% |
| All | +52.8% | +156.5% | -103.7% | +38.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling