+9.5%
CME vs FTAI
+8.7%
+0.9%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.8% | +2.6% | -0.4% |
| 7D | -2.4% | -9.7% | +7.3% | -2.9% |
| 30D | +6.2% | -20.0% | +26.2% | +4.9% |
| 3M | +4.4% | -20.1% | +24.4% | +3.1% |
| 6M | -9.6% | -33.3% | +23.6% | -10.8% |
| YTD | +3.8% | -8.0% | +11.8% | +4.6% |
| 1Y | +9.5% | +8.0% | +1.6% | +12.8% |
| All | +9.5% | +8.7% | +0.9% | +12.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling