+1,332.4%
EQIX vs CVE
+61.8%
+1,270.6%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.6% | +2.1% | +1.6% |
| 7D | -0.1% | -16.1% | +16.0% | +1.9% |
| 30D | -1.8% | -10.4% | +8.5% | -0.7% |
| 3M | -3.4% | -2.4% | -1.0% | -3.4% |
| 6M | -6.0% | -4.4% | -1.6% | -6.0% |
| YTD | +34.2% | +64.9% | -30.8% | +25.0% |
| 1Y | +26.2% | +66.0% | -39.8% | +17.4% |
| 3Y | +41.7% | +57.7% | -16.0% | +30.7% |
| 5Y | +43.1% | +144.7% | -101.7% | +22.4% |
| 10Y | +260.8% | +139.2% | +121.5% | +179.4% |
| All | +1,332.4% | +61.8% | +1,270.6% | +1,057.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling