Skip to content
BMarker
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
Menu
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
  • CCI vs FTAI✓SelectedUSD · FTAICCI vs FTAI performance historyLatest closeAs of-1.04%09/09
Stock and ETF performance explorer

CCI vs FTAI

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+45.3%
FTAI return
+2,432.1%
Excess return
-2,386.8%
Maximum drawdown
-55.8%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioFTAIExcessAlpha
1D-1.0%-5.8%+4.8%-0.6%
7D-0.3%-0.2%-0.1%-0.3%
30D+2.1%-13.6%+15.8%+3.1%
3M-17.8%-20.6%+2.7%-16.9%
6M-14.2%-32.6%+18.4%-12.5%
YTD-13.3%-5.4%-8.0%-14.3%
1Y-16.6%+12.9%-29.5%-19.0%
3Y-10.8%+428.1%-438.9%-31.9%
5Y-50.3%+863.0%-913.3%-65.7%
10Y+22.5%+3,092.6%-3,070.1%-25.8%
All+45.3%+2,432.1%-2,386.8%-11.5%

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 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