-18.7%
CPRT vs FTAI
+848.5%
-867.1%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +0.9% | -0.4% |
| 7D | -0.4% | +0.2% | -0.6% | -0.5% |
| 30D | +21.2% | +10.7% | +10.5% | +19.2% |
| 3M | +8.3% | -16.4% | +24.7% | +9.5% |
| 6M | -3.4% | -32.2% | +28.8% | -0.5% |
| YTD | -18.7% | -7.7% | -11.0% | -20.7% |
| 1Y | -23.5% | +18.7% | -42.3% | -28.3% |
| 3Y | -34.2% | +354.3% | -388.5% | -60.3% |
| All | -18.7% | +848.5% | -867.1% | -62.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling