+427.4%
CSCO vs FTAI
+2,582.9%
-2,155.5%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.6% | +2.1% | +0.7% |
| 7D | -0.7% | +0.7% | -1.3% | -0.8% |
| 30D | -10.1% | -12.1% | +2.0% | -8.8% |
| 3M | -15.7% | -21.3% | +5.7% | -13.6% |
| 6M | +36.3% | -30.2% | +66.5% | +40.3% |
| YTD | +43.8% | +0.3% | +43.6% | +40.8% |
| 1Y | +63.9% | +27.2% | +36.8% | +54.8% |
| 3Y | +104.4% | +443.9% | -339.5% | +47.6% |
| 5Y | +111.4% | +853.5% | -742.2% | +36.9% |
| 10Y | +361.7% | +3,169.1% | -2,807.4% | +152.8% |
| All | +427.4% | +2,582.9% | -2,155.5% | +192.5% |
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