+1,103.2%
CAT vs FTAI
+2,582.9%
-1,479.6%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.6% | +3.3% | +2.1% |
| 7D | +1.7% | +0.7% | +1.0% | +1.5% |
| 30D | -6.6% | -12.1% | +5.5% | -4.2% |
| 3M | -13.3% | -21.3% | +8.0% | -9.3% |
| 6M | +11.6% | -30.2% | +41.8% | +18.6% |
| YTD | +42.9% | +0.3% | +42.7% | +41.2% |
| 1Y | +95.4% | +27.2% | +68.3% | +83.1% |
| 3Y | +196.6% | +443.9% | -247.3% | +82.8% |
| 5Y | +321.7% | +853.5% | -531.9% | +120.5% |
| 10Y | +1,140.8% | +3,169.1% | -2,028.3% | +405.2% |
| All | +1,103.2% | +2,582.9% | -1,479.6% | +364.0% |
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 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