+184.7%
CMG vs FTAI
+2,361.6%
-2,176.9%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.8% | +3.1% | +0.7% |
| 7D | -3.8% | -9.7% | +5.8% | -2.2% |
| 30D | +12.9% | -20.0% | +32.9% | +16.9% |
| 3M | +18.8% | -20.1% | +38.8% | +22.1% |
| 6M | +4.1% | -33.3% | +37.3% | +9.0% |
| YTD | -2.4% | -8.0% | +5.6% | -3.8% |
| 1Y | -6.7% | +8.0% | -14.6% | -11.6% |
| 3Y | -7.1% | +413.4% | -420.5% | -42.2% |
| 5Y | -5.0% | +858.6% | -863.5% | -50.0% |
| 10Y | +323.5% | +3,003.7% | -2,680.1% | +69.3% |
| All | +184.7% | +2,361.6% | -2,176.9% | +14.3% |
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