+356.9%
CME vs FTAI
+2,582.9%
-2,226.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.6% | +1.3% | -0.1% |
| 7D | -1.6% | +0.7% | -2.2% | -1.7% |
| 30D | +6.2% | -12.1% | +18.3% | +7.3% |
| 3M | +10.4% | -21.3% | +31.8% | +12.2% |
| 6M | -9.5% | -30.2% | +20.7% | -7.6% |
| YTD | +6.0% | +0.3% | +5.7% | +3.7% |
| 1Y | +9.3% | +27.2% | -17.9% | +3.4% |
| 3Y | +57.7% | +443.9% | -386.2% | +10.5% |
| 5Y | +77.7% | +853.5% | -775.9% | +9.2% |
| 10Y | +281.2% | +3,169.1% | -2,887.8% | +74.2% |
| All | +356.9% | +2,582.9% | -2,226.0% | +110.5% |
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 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