+3,076.9%
FTAI vs CGNX
+193.6%
+2,883.3%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +4.1% | -0.8% | +2.1% |
| 7D | -5.2% | +3.2% | -8.4% | -6.1% |
| 30D | -17.9% | +6.0% | -23.9% | -19.3% |
| 3M | -22.7% | +3.5% | -26.3% | -23.7% |
| 6M | -28.0% | +26.3% | -54.3% | -32.4% |
| YTD | -5.0% | +79.2% | -84.2% | -20.1% |
| 1Y | +10.4% | +43.8% | -33.4% | -2.3% |
| 3Y | +425.2% | +52.0% | +373.3% | +339.6% |
| 5Y | +890.3% | -24.0% | +914.4% | +844.9% |
| All | +3,076.9% | +193.6% | +2,883.3% | +2,337.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CGNX.
Daily Out/Under-Performance
Portfolio return minus CGNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CGNX 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 CGNX 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