-42.6%
CCL vs FTAI
+3,098.4%
-3,141.1%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +3.3% | -2.1% | -0.4% |
| 7D | -3.2% | -5.2% | +2.0% | -0.8% |
| 30D | -17.8% | -17.9% | +0.1% | -10.3% |
| 3M | -18.7% | -22.7% | +4.1% | -10.0% |
| 6M | -11.4% | -28.0% | +16.6% | -0.2% |
| YTD | -24.3% | -5.0% | -19.4% | -26.6% |
| 1Y | -28.8% | +10.4% | -39.2% | -37.5% |
| 3Y | +49.3% | +425.2% | -375.9% | -62.0% |
| 5Y | +1.6% | +890.3% | -888.7% | -83.9% |
| All | -42.6% | +3,098.4% | -3,141.1% | -94.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling