+2,588.5%
FTAI vs CAG
-20.9%
+2,609.3%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.4% | +1.6% | +0.4% |
| 7D | +3.9% | -5.3% | +9.2% | +4.4% |
| 30D | -8.8% | +1.0% | -9.8% | -9.0% |
| 3M | -14.5% | +17.4% | -31.8% | -16.3% |
| 6M | -24.0% | -16.8% | -7.2% | -22.5% |
| YTD | +0.5% | -6.8% | +7.3% | +0.9% |
| 1Y | +19.1% | -15.4% | +34.5% | +20.9% |
| 3Y | +460.7% | -37.1% | +497.8% | +485.6% |
| 5Y | +947.3% | -41.3% | +988.6% | +1,005.4% |
| 10Y | +3,244.4% | -35.5% | +3,279.9% | +3,293.0% |
| All | +2,588.5% | -20.9% | +2,609.3% | +2,631.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling