+6.5%
CAT vs FTAI
+18.1%
-11.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.3% | +4.9% | +1.8% |
| 7D | +9.3% | +12.9% | -3.5% | +5.5% |
| 30D | -21.5% | +9.9% | -31.4% | -24.4% |
| 3M | -29.1% | -19.1% | -10.0% | -24.9% |
| 6M | -33.4% | -30.9% | -2.5% | -26.2% |
| YTD | +6.6% | -6.3% | +12.9% | +6.3% |
| 1Y | +6.5% | +20.0% | -13.5% | +1.0% |
| All | +6.5% | +18.1% | -11.6% | +1.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling