+559.9%
CCJ vs FTAI
+2,588.5%
-2,028.6%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.2% | +1.0% | +1.2% |
| 7D | +5.9% | +3.9% | +2.0% | +4.9% |
| 30D | +4.7% | -8.8% | +13.5% | +7.1% |
| 3M | -3.3% | -14.5% | +11.2% | +0.1% |
| 6M | -7.0% | -24.0% | +17.0% | -1.5% |
| YTD | +11.5% | +0.5% | +11.0% | +10.6% |
| 1Y | +32.3% | +19.1% | +13.2% | +25.1% |
| 3Y | +176.8% | +460.7% | -283.9% | +57.5% |
| 5Y | +351.8% | +947.3% | -595.5% | +110.2% |
| 10Y | +1,080.5% | +3,244.4% | -2,163.9% | +302.9% |
| All | +559.9% | +2,588.5% | -2,028.6% | +116.2% |
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