+962.4%
CTAS vs FTAI
+2,588.5%
-1,626.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | 0.0% |
| 7D | 0.0% | +3.9% | -4.0% | -0.7% |
| 30D | -1.0% | -8.8% | +7.8% | +0.2% |
| 3M | +15.8% | -14.5% | +30.2% | +17.4% |
| 6M | -1.0% | -24.0% | +23.0% | +1.1% |
| YTD | +7.4% | +0.5% | +6.9% | +3.7% |
| 1Y | -0.1% | +19.1% | -19.2% | -7.3% |
| 3Y | +66.3% | +460.7% | -394.4% | -0.6% |
| 5Y | +111.0% | +947.3% | -836.4% | +4.7% |
| 10Y | +662.9% | +3,244.4% | -2,581.5% | +186.8% |
| All | +962.4% | +2,588.5% | -1,626.1% | +300.6% |
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