+1,157.1%
CAT vs FTAI
+3,034.1%
-1,877.0%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -5.8% | +5.0% | +0.4% |
| 7D | +2.9% | -0.2% | +3.1% | +2.9% |
| 30D | -2.6% | -13.6% | +11.0% | +0.3% |
| 3M | -10.7% | -20.6% | +9.9% | -6.5% |
| 6M | +16.1% | -32.6% | +48.7% | +24.6% |
| YTD | +43.2% | -5.4% | +48.6% | +43.1% |
| 1Y | +96.8% | +12.9% | +83.9% | +88.5% |
| 3Y | +201.4% | +428.1% | -226.8% | +80.5% |
| 5Y | +332.7% | +863.0% | -530.3% | +114.9% |
| 10Y | +1,157.1% | +3,092.6% | -1,935.5% | +402.5% |
| All | +1,157.1% | +3,034.1% | -1,877.0% | +402.5% |
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