+2,975.0%
FTAI vs CMS
+120.6%
+2,854.4%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.7% | -2.1% | -2.6% |
| 7D | -9.7% | -1.3% | -8.4% | -9.4% |
| 30D | -20.0% | -2.8% | -17.2% | -19.5% |
| 3M | -20.1% | -7.1% | -12.9% | -19.0% |
| 6M | -33.3% | -10.0% | -23.2% | -31.9% |
| YTD | -8.0% | -0.9% | -7.1% | -8.0% |
| 1Y | +8.0% | -2.0% | +10.0% | +8.1% |
| 3Y | +413.4% | +33.0% | +380.4% | +373.9% |
| 5Y | +858.6% | +24.3% | +834.3% | +798.3% |
| All | +2,975.0% | +120.6% | +2,854.4% | +2,703.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS 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 CMS 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