+2,364.0%
FTAI vs CF
+166.5%
+2,197.5%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +0.7% | +10.3% | +10.8% |
| 7D | -3.7% | -3.2% | -0.6% | -3.2% |
| 30D | +3.1% | +4.3% | -1.2% | +1.7% |
| 3M | -18.3% | +2.8% | -21.1% | -19.6% |
| 6M | -36.6% | +0.6% | -37.2% | -37.9% |
| YTD | -7.9% | +56.6% | -64.5% | -23.4% |
| 1Y | +12.0% | +49.6% | -37.6% | -5.7% |
| 3Y | +361.5% | +61.5% | +300.0% | +271.9% |
| 5Y | +819.9% | +124.0% | +695.9% | +522.3% |
| 10Y | +2,737.4% | +573.2% | +2,164.3% | +1,277.4% |
| All | +2,364.0% | +166.5% | +2,197.5% | +1,137.5% |
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