+18.7%
FTAI vs CART
+49.3%
-30.5%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.7% | -2.1% | -1.4% |
| 7D | +0.2% | +1.3% | -1.1% | +0.4% |
| 30D | +10.7% | +19.2% | -8.5% | +13.3% |
| 3M | -16.4% | +17.6% | -34.0% | -14.5% |
| 6M | -32.2% | +47.4% | -79.6% | -28.5% |
| YTD | -7.7% | +30.9% | -38.6% | -3.3% |
| 1Y | +18.7% | +46.0% | -27.2% | +19.4% |
| All | +18.7% | +49.3% | -30.5% | +19.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CART.
Daily Out/Under-Performance
Portfolio return minus CART return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CART 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 CART 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