+448.3%
FTAI vs CART
+11.0%
+437.3%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -2.8% | -3.0% | -5.4% |
| 7D | -0.2% | -9.5% | +9.3% | +1.3% |
| 30D | -13.6% | -7.8% | -5.9% | -12.7% |
| 3M | -20.6% | +10.4% | -31.0% | -22.5% |
| 6M | -32.6% | +20.1% | -52.6% | -36.0% |
| YTD | -5.4% | +3.7% | -9.1% | -7.3% |
| 1Y | +12.9% | +2.6% | +10.3% | +10.2% |
| All | +448.3% | +11.0% | +437.3% | +365.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling