+421.5%
CARR vs FTAI
+4,846.3%
-4,424.8%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +3.3% | -1.9% | +0.7% |
| 7D | -3.8% | -5.2% | +1.4% | -2.6% |
| 30D | -8.9% | -17.9% | +9.0% | -4.9% |
| 3M | -17.3% | -22.7% | +5.4% | -12.9% |
| 6M | -1.4% | -28.0% | +26.6% | +4.4% |
| YTD | +10.0% | -5.0% | +14.9% | +8.5% |
| 1Y | -6.4% | +10.4% | -16.7% | -11.9% |
| 3Y | +1.5% | +425.2% | -423.7% | -51.4% |
| 5Y | +9.3% | +890.3% | -881.0% | -61.3% |
| All | +421.5% | +4,846.3% | -4,424.8% | -21.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling