+2,432.1%
FTAI vs CHD
+166.2%
+2,266.0%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -1.4% | -4.4% | -5.6% |
| 7D | -0.2% | -4.2% | +4.0% | +0.4% |
| 30D | -13.6% | -7.6% | -6.1% | -12.8% |
| 3M | -20.6% | -1.6% | -19.0% | -20.5% |
| 6M | -32.6% | -6.3% | -26.3% | -32.1% |
| YTD | -5.4% | +14.6% | -20.0% | -7.2% |
| 1Y | +12.9% | +1.6% | +11.3% | +12.4% |
| 3Y | +428.1% | +3.1% | +425.0% | +424.3% |
| 5Y | +863.0% | +21.1% | +841.9% | +831.5% |
| 10Y | +3,092.6% | +128.6% | +2,964.0% | +2,837.4% |
| All | +2,432.1% | +166.2% | +2,266.0% | +2,138.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 CHD 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