+2,975.0%
FTAI vs CFG
+311.8%
+2,663.2%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.4% | -3.2% | -3.0% |
| 7D | -9.7% | -1.7% | -8.0% | -8.8% |
| 30D | -20.0% | -4.6% | -15.4% | -17.9% |
| 3M | -20.1% | +7.9% | -27.9% | -23.4% |
| 6M | -33.3% | +19.9% | -53.1% | -39.2% |
| YTD | -8.0% | +21.7% | -29.7% | -17.1% |
| 1Y | +8.0% | +38.4% | -30.5% | -9.4% |
| 3Y | +413.4% | +187.0% | +226.4% | +185.0% |
| 5Y | +858.6% | +99.5% | +759.0% | +521.1% |
| All | +2,975.0% | +311.8% | +2,663.2% | +1,096.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 10y: compounded portfolio wealth divided by compounded CFG 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…
10y analysis · Full analysis span regression · 6 months rolling