+2,617.3%
FTAI vs CASY
+555.0%
+2,062.3%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.8% | -2.2% | -1.7% |
| 7D | +0.2% | +3.6% | -3.3% | -0.8% |
| 30D | +10.7% | +9.1% | +1.6% | +7.6% |
| 3M | -16.4% | -16.5% | +0.1% | -12.3% |
| 6M | -32.2% | -19.7% | -12.5% | -29.0% |
| YTD | -7.7% | +29.3% | -37.0% | -17.6% |
| 1Y | +18.7% | +33.1% | -14.4% | +4.7% |
| 3Y | +354.3% | +158.5% | +195.8% | +222.6% |
| 5Y | +850.7% | +266.7% | +584.0% | +502.3% |
| All | +2,617.3% | +555.0% | +2,062.3% | +1,466.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CASY.
Daily Out/Under-Performance
Portfolio return minus CASY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CASY 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 10y: compounded portfolio wealth divided by compounded CASY 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…
10y analysis · Full analysis span regression · 6 months rolling