+3,076.9%
FTAI vs CG
+314.7%
+2,762.2%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -1.7% | +5.0% | +4.2% |
| 7D | -5.2% | -9.9% | +4.7% | +0.4% |
| 30D | -17.9% | -11.7% | -6.3% | -12.4% |
| 3M | -22.7% | -4.3% | -18.5% | -21.3% |
| 6M | -28.0% | -8.8% | -19.3% | -24.6% |
| YTD | -5.0% | -26.9% | +21.9% | +11.5% |
| 1Y | +10.4% | -35.4% | +45.8% | +37.9% |
| 3Y | +425.2% | +43.0% | +382.2% | +303.0% |
| 5Y | +890.3% | +1.9% | +888.4% | +768.5% |
| All | +3,076.9% | +314.7% | +2,762.2% | +1,456.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 CG 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