+354.3%
FTAI vs CMS
+39.2%
+315.1%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.7% | -3.1% | -1.5% |
| 7D | +0.2% | +1.7% | -1.5% | +0.2% |
| 30D | +10.7% | +6.2% | +4.5% | +10.3% |
| 3M | -16.4% | +0.6% | -17.0% | -16.7% |
| 6M | -32.2% | -1.8% | -30.4% | -32.5% |
| YTD | -7.7% | +3.8% | -11.6% | -7.6% |
| 1Y | +18.7% | -1.8% | +20.5% | +18.6% |
| 3Y | +354.3% | +39.8% | +314.5% | +353.7% |
| All | +354.3% | +39.2% | +315.1% | +353.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling