+10.4%
FTAI vs CAI
-26.7%
+37.1%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +1.2% | +2.1% | +3.0% |
| 7D | -5.2% | -2.9% | -2.3% | -4.5% |
| 30D | -17.9% | +9.3% | -27.3% | -19.7% |
| 3M | -22.7% | +35.2% | -58.0% | -29.1% |
| 6M | -28.0% | +30.7% | -58.7% | -34.2% |
| YTD | -5.0% | -9.8% | +4.8% | -9.2% |
| 1Y | +10.4% | -28.9% | +39.2% | +7.2% |
| All | +10.4% | -26.7% | +37.1% | +7.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 1y: compounded portfolio wealth divided by compounded CAI 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…
1y analysis · Full analysis span regression · 6 months rolling