+3,076.9%
FTAI vs CBOE
+368.5%
+2,708.4%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -2.2% | +5.6% | +3.9% |
| 7D | -5.2% | -5.8% | +0.6% | -3.9% |
| 30D | -17.9% | -3.1% | -14.8% | -17.4% |
| 3M | -22.7% | -4.8% | -18.0% | -22.5% |
| 6M | -28.0% | -0.6% | -27.5% | -29.4% |
| YTD | -5.0% | +12.8% | -17.7% | -10.6% |
| 1Y | +10.4% | +19.8% | -9.4% | +1.5% |
| 3Y | +425.2% | +86.9% | +338.3% | +292.7% |
| 5Y | +890.3% | +136.5% | +753.8% | +558.8% |
| All | +3,076.9% | +368.5% | +2,708.4% | +1,707.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CBOE.
Daily Out/Under-Performance
Portfolio return minus CBOE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBOE 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 CBOE 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