+425.2%
FTAI vs CG
+42.2%
+383.1%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -1.7% | +5.0% | +4.2% |
| 7D | -5.2% | -9.9% | +4.7% | +0.2% |
| 30D | -17.9% | -11.7% | -6.3% | -12.6% |
| 3M | -22.7% | -4.3% | -18.5% | -21.4% |
| 6M | -28.0% | -8.8% | -19.3% | -24.6% |
| YTD | -5.0% | -26.9% | +21.9% | +10.6% |
| 1Y | +10.4% | -35.4% | +45.8% | +35.9% |
| 3Y | +425.2% | +43.0% | +382.2% | +338.4% |
| All | +425.2% | +42.2% | +383.1% | +338.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling