+361.0%
FTAI vs CFG
+189.7%
+171.3%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.8% | -3.5% | -3.8% |
| 7D | +12.9% | +1.6% | +11.2% | +11.9% |
| 30D | +9.9% | +3.3% | +6.6% | +8.0% |
| 3M | -19.1% | -11.5% | -7.6% | -13.2% |
| 6M | -30.9% | +6.2% | -37.1% | -33.7% |
| YTD | -6.3% | +14.3% | -20.6% | -13.5% |
| 1Y | +20.0% | +26.7% | -6.7% | +4.7% |
| All | +361.0% | +189.7% | +171.3% | +176.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling