+387.6%
CPRT vs FTAI
+2,995.8%
-2,608.2%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.8% | -1.2% | -3.6% |
| 7D | -8.4% | -9.7% | +1.3% | -7.1% |
| 30D | +4.6% | -20.0% | +24.6% | +7.7% |
| 3M | -1.9% | -20.1% | +18.1% | +0.3% |
| 6M | -15.3% | -33.3% | +18.0% | -12.0% |
| YTD | -21.5% | -8.0% | -13.5% | -22.9% |
| 1Y | -36.6% | +8.0% | -44.6% | -39.8% |
| 3Y | -31.2% | +413.4% | -444.6% | -56.3% |
| 5Y | -14.1% | +858.6% | -872.7% | -53.6% |
| All | +387.6% | +2,995.8% | -2,608.2% | +113.2% |
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