+659.4%
COST vs FTAI
+2,361.6%
-1,702.2%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.8% | +2.8% | +0.2% |
| 7D | -2.5% | -9.7% | +7.2% | -1.9% |
| 30D | -4.4% | -20.0% | +15.6% | -3.2% |
| 3M | -8.1% | -20.1% | +12.0% | -7.2% |
| 6M | -9.2% | -33.3% | +24.0% | -7.7% |
| YTD | +5.1% | -8.0% | +13.1% | +4.1% |
| 1Y | -5.1% | +8.0% | -13.0% | -7.4% |
| 3Y | +70.4% | +413.4% | -343.1% | +41.4% |
| 5Y | +104.7% | +858.6% | -753.9% | +59.2% |
| 10Y | +608.8% | +3,003.7% | -2,394.8% | +430.4% |
| All | +659.4% | +2,361.6% | -1,702.2% | +470.6% |
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