+224.3%
CTVA vs FTAI
+1,894.7%
-1,670.5%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.2% | -2.4% | -2.3% |
| 7D | -2.1% | +3.9% | -6.0% | -2.7% |
| 30D | +12.0% | -8.8% | +20.9% | +13.2% |
| 3M | +13.5% | -14.5% | +27.9% | +14.8% |
| 6M | +12.1% | -24.0% | +36.1% | +14.1% |
| YTD | +29.0% | +0.5% | +28.5% | +25.2% |
| 1Y | +18.9% | +19.1% | -0.2% | +11.4% |
| 3Y | +78.9% | +460.7% | -381.9% | +12.7% |
| 5Y | +105.2% | +947.3% | -842.1% | +8.6% |
| All | +224.3% | +1,894.7% | -1,670.5% | +64.1% |
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