+2,443.2%
FTAI vs CGNX
+191.7%
+2,251.5%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +4.1% | -0.8% | +2.2% |
| 7D | -5.2% | +3.2% | -8.4% | -6.0% |
| 30D | -17.9% | +6.0% | -23.9% | -19.2% |
| 3M | -22.7% | +3.5% | -26.3% | -23.6% |
| 6M | -28.0% | +26.3% | -54.3% | -32.1% |
| YTD | -5.0% | +79.2% | -84.2% | -19.2% |
| 1Y | +10.4% | +43.8% | -33.4% | -1.4% |
| 3Y | +425.2% | +52.0% | +373.3% | +345.7% |
| 5Y | +890.3% | -24.0% | +914.4% | +847.7% |
| 10Y | +3,106.5% | +189.1% | +2,917.5% | +2,349.3% |
| All | +2,443.2% | +191.7% | +2,251.5% | +1,821.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling