+359.9%
CSCO vs FTAI
+2,995.8%
-2,635.9%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.8% | +1.0% | -1.5% |
| 7D | -1.1% | -9.7% | +8.6% | +0.1% |
| 30D | -10.8% | -20.0% | +9.2% | -8.4% |
| 3M | -9.2% | -20.1% | +10.8% | -7.1% |
| 6M | +39.5% | -33.3% | +72.8% | +44.5% |
| YTD | +41.5% | -8.0% | +49.5% | +39.9% |
| 1Y | +61.0% | +8.0% | +53.0% | +55.1% |
| 3Y | +105.2% | +413.4% | -308.2% | +47.4% |
| 5Y | +113.4% | +858.6% | -745.1% | +35.6% |
| All | +359.9% | +2,995.8% | -2,635.9% | +162.8% |
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