+1,101.5%
CTAS vs FTAI
+2,369.3%
-1,267.8%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.1% | -0.1% |
| 7D | +2.0% | +0.2% | +1.8% | +1.8% |
| 30D | +8.7% | +10.7% | -2.0% | +6.2% |
| 3M | +13.3% | -16.4% | +29.7% | +15.0% |
| 6M | +39.4% | -32.2% | +71.6% | +44.9% |
| YTD | +21.5% | -7.7% | +29.2% | +17.6% |
| 1Y | +21.9% | +18.7% | +3.1% | +12.3% |
| 3Y | +73.6% | +354.3% | -280.7% | +7.5% |
| 5Y | +116.2% | +850.7% | -734.5% | +8.2% |
| 10Y | +818.2% | +2,664.3% | -1,846.2% | +248.7% |
| All | +1,101.5% | +2,369.3% | -1,267.8% | +354.2% |
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 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