+414.1%
CARR vs FTAI
+4,687.6%
-4,273.6%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.8% | +0.5% | -1.6% |
| 7D | -4.1% | -9.7% | +5.5% | -1.8% |
| 30D | -11.0% | -20.0% | +9.0% | -6.5% |
| 3M | -16.4% | -20.1% | +3.7% | -12.6% |
| 6M | -2.4% | -33.3% | +30.9% | +5.2% |
| YTD | +8.4% | -8.0% | +16.4% | +7.7% |
| 1Y | -8.0% | +8.0% | -15.9% | -13.0% |
| 3Y | +0.6% | +413.4% | -412.8% | -51.7% |
| 5Y | +7.7% | +858.6% | -850.8% | -61.5% |
| All | +414.1% | +4,687.6% | -4,273.6% | -21.6% |
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