+84.3%
CL vs FTAI
+2,364.0%
-2,279.8%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +11.0% | -13.1% | -2.4% |
| 7D | +1.3% | -3.7% | +5.1% | +1.4% |
| 30D | +11.4% | +3.1% | +8.2% | +11.1% |
| 3M | +4.4% | -18.3% | +22.8% | +4.8% |
| 6M | +10.8% | -36.6% | +47.4% | +11.9% |
| YTD | +25.1% | -7.9% | +33.0% | +24.6% |
| 1Y | +28.0% | +12.0% | +16.0% | +26.5% |
| 3Y | +37.6% | +361.5% | -323.9% | +23.4% |
| 5Y | +39.7% | +819.9% | -780.2% | +19.0% |
| 10Y | +75.8% | +2,737.4% | -2,661.7% | +40.5% |
| All | +84.3% | +2,364.0% | -2,279.8% | +45.6% |
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