+153.7%
CAT vs FTAI
+380.8%
-227.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -5.2% | +2.8% | -1.5% |
| 7D | -6.3% | -6.1% | -0.2% | -5.4% |
| 30D | -26.8% | +10.9% | -37.7% | -28.5% |
| 3M | -30.0% | -12.1% | -17.9% | -29.0% |
| 6M | -34.6% | -30.0% | -4.6% | -31.4% |
| YTD | +2.9% | -3.7% | +6.6% | +3.0% |
| 1Y | +3.3% | +14.8% | -11.5% | +1.1% |
| 3Y | +153.7% | +376.0% | -222.3% | +60.9% |
| All | +153.7% | +380.8% | -227.1% | +60.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling