+303.7%
CCJ vs FTAI
+847.8%
-544.1%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.8% | -0.2% | -2.2% |
| 7D | -3.2% | -9.7% | +6.5% | -0.5% |
| 30D | -1.3% | -20.0% | +18.7% | +4.6% |
| 3M | +2.5% | -20.1% | +22.6% | +8.1% |
| 6M | -18.9% | -33.3% | +14.4% | -11.1% |
| YTD | +6.5% | -8.0% | +14.5% | +8.5% |
| 1Y | +22.8% | +8.0% | +14.9% | +19.8% |
| 3Y | +164.5% | +413.4% | -248.9% | +38.5% |
| 5Y | +303.7% | +858.6% | -554.9% | +53.4% |
| All | +303.7% | +847.8% | -544.1% | +53.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling