+2,432.1%
FTAI vs CBOE
+472.7%
+1,959.4%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -0.5% | -5.3% | -5.7% |
| 7D | -0.2% | -0.8% | +0.6% | 0.0% |
| 30D | -13.6% | +2.7% | -16.3% | -14.2% |
| 3M | -20.6% | +0.7% | -21.3% | -21.4% |
| 6M | -32.6% | -2.0% | -30.6% | -33.3% |
| YTD | -5.4% | +17.1% | -22.5% | -11.1% |
| 1Y | +12.9% | +26.5% | -13.6% | +3.4% |
| 3Y | +428.1% | +96.1% | +332.0% | +302.7% |
| 5Y | +863.0% | +149.3% | +713.7% | +561.4% |
| 10Y | +3,092.6% | +386.5% | +2,706.1% | +1,917.1% |
| All | +2,432.1% | +472.7% | +1,959.4% | +1,485.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling