+858.6%
FTAI vs CAG
-42.8%
+901.4%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.7% | -0.1% | -2.7% |
| 7D | -9.7% | -5.9% | -3.8% | -9.6% |
| 30D | -20.0% | -1.5% | -18.5% | -20.1% |
| 3M | -20.1% | +11.5% | -31.5% | -20.6% |
| 6M | -33.3% | -15.7% | -17.6% | -32.4% |
| YTD | -8.0% | -10.2% | +2.2% | -7.4% |
| 1Y | +8.0% | -18.1% | +26.0% | +9.3% |
| 3Y | +413.4% | -39.4% | +452.8% | +426.6% |
| 5Y | +858.6% | -42.6% | +901.2% | +913.0% |
| All | +858.6% | -42.8% | +901.4% | +913.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling