+3,076.9%
FTAI vs CAG
-36.2%
+3,113.1%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.7% | +4.0% | +3.4% |
| 7D | -5.2% | -5.7% | +0.5% | -4.7% |
| 30D | -17.9% | -2.4% | -15.5% | -17.8% |
| 3M | -22.7% | +9.8% | -32.5% | -23.8% |
| 6M | -28.0% | -10.8% | -17.2% | -27.2% |
| YTD | -5.0% | -10.8% | +5.9% | -4.2% |
| 1Y | +10.4% | -19.0% | +29.3% | +12.5% |
| 3Y | +425.2% | -39.7% | +464.9% | +450.3% |
| 5Y | +890.3% | -43.0% | +933.3% | +947.3% |
| All | +3,076.9% | -36.2% | +3,113.1% | +3,134.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 10y: compounded portfolio wealth divided by compounded CAG 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…
10y analysis · Full analysis span regression · 6 months rolling