-7.1%
CMG vs FTAI
+424.1%
-431.2%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.3% | -3.1% | -0.1% |
| 7D | -2.1% | -5.2% | +3.2% | -1.6% |
| 30D | +10.9% | -17.9% | +28.8% | +12.8% |
| 3M | +15.8% | -22.7% | +38.6% | +18.1% |
| 6M | +6.9% | -28.0% | +35.0% | +9.0% |
| YTD | -2.2% | -5.0% | +2.8% | -3.2% |
| 1Y | -7.1% | +10.4% | -17.5% | -10.0% |
| 3Y | -7.1% | +425.2% | -432.4% | -31.5% |
| All | -7.1% | +424.1% | -431.2% | -31.5% |
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 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