+766.2%
CAT vs FTAI
+2,476.2%
-1,710.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -5.2% | +2.8% | -1.3% |
| 7D | -6.3% | -6.1% | -0.2% | -5.2% |
| 30D | -26.8% | +10.9% | -37.7% | -29.0% |
| 3M | -30.0% | -12.1% | -17.9% | -29.0% |
| 6M | -34.6% | -30.0% | -4.6% | -30.8% |
| YTD | +2.9% | -3.7% | +6.6% | +1.4% |
| 1Y | +3.3% | +14.8% | -11.5% | -1.9% |
| 3Y | +153.7% | +376.0% | -222.3% | +59.8% |
| 5Y | +207.3% | +886.6% | -679.3% | +58.1% |
| 10Y | +674.0% | +2,741.2% | -2,067.2% | +218.1% |
| All | +766.2% | +2,476.2% | -1,710.0% | +233.4% |
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