+118.1%
COF vs FTAI
+424.1%
-306.0%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.3% | -2.7% | 0.0% |
| 7D | -5.1% | -5.2% | +0.1% | -4.3% |
| 30D | -6.0% | -17.9% | +11.9% | -3.0% |
| 3M | +14.8% | -22.7% | +37.6% | +19.2% |
| 6M | +15.3% | -28.0% | +43.3% | +19.9% |
| YTD | -13.0% | -5.0% | -8.1% | -14.0% |
| 1Y | -5.7% | +10.4% | -16.1% | -9.8% |
| 3Y | +118.1% | +425.2% | -307.1% | +34.7% |
| All | +118.1% | +424.1% | -306.0% | +34.7% |
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