+51.6%
CME vs FTAI
+421.8%
-370.2%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -5.8% | +5.0% | -0.9% |
| 7D | -0.6% | -0.2% | -0.4% | -0.6% |
| 30D | +4.7% | -13.6% | +18.3% | +4.5% |
| 3M | +7.8% | -20.6% | +28.4% | +7.5% |
| 6M | -11.0% | -32.6% | +21.6% | -11.2% |
| YTD | +4.0% | -5.4% | +9.4% | +3.9% |
| 1Y | +9.1% | +12.9% | -3.8% | +9.0% |
| All | +51.6% | +421.8% | -370.2% | +43.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling