+213.8%
COP vs FTAI
+2,369.3%
-2,155.5%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.5% | +3.0% | +1.9% |
| 7D | +4.4% | +0.2% | +4.2% | +4.1% |
| 30D | 0.0% | +10.7% | -10.7% | -3.2% |
| 3M | +15.0% | -16.4% | +31.4% | +17.2% |
| 6M | +22.0% | -32.2% | +54.2% | +28.0% |
| YTD | +55.3% | -7.7% | +63.1% | +45.6% |
| 1Y | +64.1% | +18.7% | +45.4% | +43.2% |
| 3Y | +34.1% | +354.3% | -320.2% | -34.6% |
| 5Y | +133.4% | +850.7% | -717.3% | -18.7% |
| 10Y | +338.6% | +2,664.3% | -2,325.7% | -3.1% |
| All | +213.8% | +2,369.3% | -2,155.5% | -37.3% |
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