+2,582.9%
FTAI vs CF
+197.7%
+2,385.2%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.2% | +1.7% | -0.8% |
| 7D | +0.7% | +6.0% | -5.3% | -0.8% |
| 30D | -12.1% | +14.8% | -26.9% | -15.2% |
| 3M | -21.3% | +14.1% | -35.4% | -24.5% |
| 6M | -30.2% | +28.5% | -58.8% | -37.4% |
| YTD | +0.3% | +74.9% | -74.7% | -18.3% |
| 1Y | +27.2% | +61.7% | -34.5% | +5.6% |
| 3Y | +443.9% | +80.3% | +363.5% | +327.8% |
| 5Y | +853.5% | +226.0% | +627.6% | +474.2% |
| 10Y | +3,169.1% | +569.9% | +2,599.2% | +1,475.3% |
| All | +2,582.9% | +197.7% | +2,385.2% | +1,220.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 CF 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