+422.9%
FTAI vs CASY
+163.7%
+259.2%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -14.2% | +8.4% | -1.5% |
| 7D | -0.2% | -16.5% | +16.3% | +5.2% |
| 30D | -13.6% | -26.4% | +12.7% | -5.7% |
| 3M | -20.6% | -17.3% | -3.3% | -18.7% |
| 6M | -32.6% | -5.2% | -27.4% | -34.6% |
| YTD | -5.4% | +14.1% | -19.4% | -14.7% |
| 1Y | +12.9% | +16.6% | -3.7% | +0.1% |
| All | +422.9% | +163.7% | +259.2% | +286.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling