+30.8%
CVS vs FTAI
+2,588.5%
-2,557.7%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.9% | -0.7% |
| 7D | -1.6% | +3.9% | -5.5% | -1.9% |
| 30D | +0.4% | -8.8% | +9.2% | +0.9% |
| 3M | -0.4% | -14.5% | +14.0% | +0.3% |
| 6M | +25.1% | -24.0% | +49.2% | +26.5% |
| YTD | +23.9% | +0.5% | +23.4% | +22.4% |
| 1Y | +41.1% | +19.1% | +22.0% | +37.0% |
| 3Y | +63.6% | +460.7% | -397.1% | +30.5% |
| 5Y | +31.5% | +947.3% | -915.8% | -3.7% |
| 10Y | +40.5% | +3,244.4% | -3,203.9% | -3.7% |
| All | +30.8% | +2,588.5% | -2,557.7% | -5.4% |
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