+215.8%
CVX vs FTAI
+2,588.5%
-2,372.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.4% | +0.5% |
| 7D | -0.6% | +3.9% | -4.5% | -1.3% |
| 30D | +13.4% | -8.8% | +22.3% | +14.9% |
| 3M | +11.8% | -14.5% | +26.3% | +13.3% |
| 6M | +12.4% | -24.0% | +36.5% | +14.1% |
| YTD | +41.5% | +0.5% | +41.0% | +34.9% |
| 1Y | +41.6% | +19.1% | +22.5% | +29.1% |
| 3Y | +42.2% | +460.7% | -418.5% | -21.6% |
| 5Y | +166.0% | +947.3% | -781.4% | +16.4% |
| 10Y | +207.2% | +3,244.4% | -3,037.2% | -8.4% |
| All | +215.8% | +2,588.5% | -2,372.7% | -7.4% |
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