+2,018.8%
FTAI vs CLBK
+66.9%
+1,951.9%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.8% | +0.5% |
| 7D | +3.9% | +1.1% | +2.8% | +3.4% |
| 30D | -8.8% | +7.8% | -16.6% | -11.8% |
| 3M | -14.5% | +23.9% | -38.3% | -22.4% |
| 6M | -24.0% | +42.3% | -66.3% | -35.1% |
| YTD | +0.5% | +65.4% | -64.9% | -20.1% |
| 1Y | +19.1% | +70.3% | -51.2% | -7.0% |
| 3Y | +460.7% | +54.5% | +406.3% | +338.0% |
| 5Y | +947.3% | +43.1% | +904.2% | +657.6% |
| All | +2,018.8% | +66.9% | +1,951.9% | +1,239.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 CLBK 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