+269.3%
CAH vs FTAI
+2,432.1%
-2,162.9%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -5.8% | +5.6% | +0.3% |
| 7D | -2.2% | -0.2% | -2.0% | -2.3% |
| 30D | +1.2% | -13.6% | +14.8% | +2.4% |
| 3M | +13.1% | -20.6% | +33.7% | +15.0% |
| 6M | +8.5% | -32.6% | +41.1% | +11.2% |
| YTD | +17.6% | -5.4% | +23.0% | +16.2% |
| 1Y | +60.7% | +12.9% | +47.8% | +55.2% |
| 3Y | +183.2% | +428.1% | -245.0% | +116.0% |
| 5Y | +402.2% | +863.0% | -460.8% | +246.3% |
| 10Y | +302.3% | +3,092.6% | -2,790.3% | +145.0% |
| All | +269.3% | +2,432.1% | -2,162.9% | +122.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FTAI.
Daily Out/Under-Performance
Portfolio return minus FTAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTAI 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 FTAI 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