+503.2%
CMI vs FTAI
+3,098.4%
-2,595.2%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +3.3% | -2.1% | +0.5% |
| 7D | -0.7% | -5.2% | +4.5% | +0.4% |
| 30D | -12.4% | -17.9% | +5.5% | -9.0% |
| 3M | -14.8% | -22.7% | +8.0% | -10.6% |
| 6M | +0.8% | -28.0% | +28.8% | +6.4% |
| YTD | +10.2% | -5.0% | +15.1% | +10.0% |
| 1Y | +37.4% | +10.4% | +27.0% | +32.4% |
| 3Y | +153.3% | +425.2% | -272.0% | +61.8% |
| 5Y | +167.6% | +890.3% | -722.8% | +43.9% |
| All | +503.2% | +3,098.4% | -2,595.2% | +148.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling