+354.3%
FTAI vs CASY
+161.8%
+192.5%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +7.5% |
| 3M | -16.4% | -16.5% | +0.1% | -11.9% |
| 6M | -32.2% | -19.7% | -12.5% | -27.7% |
| YTD | -7.7% | +29.3% | -37.0% | -21.5% |
| 1Y | +18.7% | +33.1% | -14.4% | -0.8% |
| 3Y | +354.3% | +158.5% | +195.8% | +185.4% |
| All | +354.3% | +161.8% | +192.5% | +185.4% |
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