+606.1%
COST vs FTAI
+3,098.4%
-2,492.3%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.3% | -3.1% | 0.0% |
| 7D | -1.2% | -5.2% | +4.0% | -0.9% |
| 30D | -4.7% | -17.9% | +13.2% | -3.6% |
| 3M | -7.1% | -22.7% | +15.6% | -5.9% |
| 6M | -8.5% | -28.0% | +19.5% | -7.5% |
| YTD | +5.4% | -5.0% | +10.3% | +4.1% |
| 1Y | -5.6% | +10.4% | -16.0% | -8.2% |
| 3Y | +68.5% | +425.2% | -356.8% | +37.8% |
| 5Y | +105.2% | +890.3% | -785.1% | +56.3% |
| All | +606.1% | +3,098.4% | -2,492.3% | +420.7% |
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 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