+12.9%
FTAI vs CMS
-0.2%
+13.1%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -0.9% | -4.9% | -5.7% |
| 7D | -0.2% | +0.2% | -0.4% | -0.2% |
| 30D | -13.6% | -1.3% | -12.4% | -13.5% |
| 3M | -20.6% | -5.4% | -15.2% | -20.9% |
| 6M | -32.6% | -10.3% | -22.2% | -31.7% |
| YTD | -5.4% | -0.2% | -5.1% | -3.7% |
| 1Y | +12.9% | -0.9% | +13.7% | +16.4% |
| All | +12.9% | -0.2% | +13.1% | +16.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling