+425.2%
FTAI vs CBOE
+89.1%
+336.1%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -2.2% | +5.6% | +2.8% |
| 7D | -5.2% | -5.8% | +0.6% | -6.6% |
| 30D | -17.9% | -3.1% | -14.8% | -18.4% |
| 3M | -22.7% | -4.8% | -18.0% | -22.7% |
| 6M | -28.0% | -0.6% | -27.5% | -26.0% |
| YTD | -5.0% | +12.8% | -17.7% | +1.4% |
| 1Y | +10.4% | +19.8% | -9.4% | +20.2% |
| 3Y | +425.2% | +86.9% | +338.3% | +536.3% |
| All | +425.2% | +89.1% | +336.1% | +536.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling