+424.7%
CMI vs FTAI
+2,432.1%
-2,007.4%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -5.8% | +4.6% | 0.0% |
| 7D | +0.7% | -0.2% | +0.9% | +0.6% |
| 30D | -12.3% | -13.6% | +1.4% | -9.9% |
| 3M | -16.8% | -20.6% | +3.8% | -13.3% |
| 6M | +1.5% | -32.6% | +34.1% | +8.4% |
| YTD | +9.8% | -5.4% | +15.2% | +9.7% |
| 1Y | +42.6% | +12.9% | +29.7% | +36.8% |
| 3Y | +151.0% | +428.1% | -277.1% | +62.3% |
| 5Y | +167.0% | +863.0% | -696.0% | +47.4% |
| 10Y | +512.2% | +3,092.6% | -2,580.4% | +156.7% |
| All | +424.7% | +2,432.1% | -2,007.4% | +116.8% |
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