+161.4%
CCJ vs FTAI
+407.3%
-245.9%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.8% | -0.2% | -2.3% |
| 7D | -3.2% | -9.7% | +6.5% | -0.8% |
| 30D | -1.3% | -20.0% | +18.7% | +3.9% |
| 3M | +2.5% | -20.1% | +22.6% | +7.4% |
| 6M | -18.9% | -33.3% | +14.4% | -12.2% |
| YTD | +6.5% | -8.0% | +14.5% | +9.3% |
| 1Y | +22.8% | +8.0% | +14.9% | +22.1% |
| All | +161.4% | +407.3% | -245.9% | +73.7% |
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