+12.1%
CTSH vs FTAI
+2,582.9%
-2,570.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.6% | -2.0% | -3.4% |
| 7D | -2.7% | +0.7% | -3.4% | -2.8% |
| 30D | +12.4% | -12.1% | +24.4% | +13.8% |
| 3M | +17.4% | -21.3% | +38.7% | +19.8% |
| 6M | -3.1% | -30.2% | +27.2% | -0.6% |
| YTD | -23.6% | +0.3% | -23.8% | -26.2% |
| 1Y | -10.8% | +27.2% | -38.0% | -17.6% |
| 3Y | -8.3% | +443.9% | -452.2% | -39.6% |
| 5Y | -11.3% | +853.5% | -864.9% | -49.1% |
| 10Y | +22.6% | +3,169.1% | -3,146.5% | -42.8% |
| All | +12.1% | +2,582.9% | -2,570.8% | -45.6% |
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