+863.0%
FTAI vs CDW
-23.8%
+886.8%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -1.5% | -4.4% | -5.3% |
| 7D | -0.2% | -4.2% | +4.0% | +1.4% |
| 30D | -13.6% | +4.9% | -18.5% | -15.4% |
| 3M | -20.6% | +7.3% | -27.9% | -23.9% |
| 6M | -32.6% | +19.2% | -51.8% | -41.9% |
| YTD | -5.4% | +6.2% | -11.5% | -14.0% |
| 1Y | +12.9% | -14.0% | +26.9% | +17.5% |
| 3Y | +428.1% | -30.0% | +458.1% | +498.0% |
| 5Y | +863.0% | -23.6% | +886.6% | +870.9% |
| All | +863.0% | -23.8% | +886.8% | +870.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CDW.
Daily Out/Under-Performance
Portfolio return minus CDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDW 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 5y: compounded portfolio wealth divided by compounded CDW 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…
5y analysis · Full analysis span regression · 6 months rolling