+488.5%
FTAI vs CART
+39.2%
+449.3%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | +0.6% | +9.7% | +10.2% |
| 7D | +0.5% | +1.5% | -1.0% | +0.4% |
| 30D | +17.0% | +22.4% | -5.4% | +13.3% |
| 3M | -7.8% | +16.5% | -24.4% | -10.3% |
| 6M | -26.2% | +44.9% | -71.0% | -31.2% |
| YTD | +1.6% | +30.0% | -28.4% | -4.1% |
| 1Y | +22.2% | +59.1% | -36.9% | +9.3% |
| 3Y | +415.7% | +138.8% | +276.9% | +322.5% |
| All | +488.5% | +39.2% | +449.3% | +381.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling