+43.8%
FTAI vs CAI
-11.0%
+54.8%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -3.2% | -2.6% | -5.0% |
| 7D | -0.2% | -3.1% | +2.9% | +0.7% |
| 30D | -13.6% | +2.7% | -16.3% | -14.5% |
| 3M | -20.6% | +41.7% | -62.3% | -29.3% |
| 6M | -32.6% | +26.5% | -59.1% | -38.7% |
| YTD | -5.4% | -10.9% | +5.6% | -6.4% |
| 1Y | +12.9% | -29.2% | +42.1% | +19.1% |
| All | +43.8% | -11.0% | +54.8% | +33.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling