+293.7%
COR vs FTAI
+2,582.9%
-2,289.2%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.6% | -0.3% | -1.8% |
| 7D | +2.8% | +0.7% | +2.1% | +2.7% |
| 30D | +4.5% | -12.1% | +16.6% | +5.3% |
| 3M | +22.7% | -21.3% | +44.0% | +24.1% |
| 6M | -9.7% | -30.2% | +20.5% | -8.5% |
| YTD | -1.4% | +0.3% | -1.7% | -3.2% |
| 1Y | +13.9% | +27.2% | -13.2% | +9.3% |
| 3Y | +94.0% | +443.9% | -349.9% | +52.5% |
| 5Y | +184.0% | +853.5% | -669.5% | +104.2% |
| 10Y | +406.8% | +3,169.1% | -2,762.3% | +210.6% |
| All | +293.7% | +2,582.9% | -2,289.2% | +143.5% |
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