+1,365.3%
EQIX vs CVE
+89.9%
+1,275.4%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.3% | +0.8% | -0.3% |
| 7D | -0.8% | +2.5% | -3.3% | -1.1% |
| 30D | -1.4% | +16.7% | -18.2% | -3.3% |
| 3M | -4.4% | +9.3% | -13.7% | -5.7% |
| 6M | +7.9% | +43.6% | -35.6% | +2.8% |
| YTD | +37.3% | +93.6% | -56.3% | +25.7% |
| 1Y | +37.8% | +98.8% | -61.0% | +25.5% |
| 3Y | +42.0% | +73.6% | -31.6% | +29.7% |
| 5Y | +29.6% | +312.5% | -282.8% | +3.9% |
| 10Y | +238.3% | +161.0% | +77.3% | +161.7% |
| All | +1,365.3% | +89.9% | +1,275.4% | +1,063.6% |
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