+913.3%
FTAI vs CMS
+34.1%
+879.2%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.2% | +1.9% | +1.7% |
| 7D | +6.7% | -1.1% | +7.8% | +6.9% |
| 30D | +15.7% | +6.6% | +9.2% | +13.8% |
| 3M | -14.9% | +0.8% | -15.7% | -15.2% |
| 6M | -31.4% | -3.3% | -28.1% | -31.2% |
| YTD | -2.1% | +2.7% | -4.9% | -3.2% |
| 1Y | +23.6% | -4.0% | +27.6% | +24.3% |
| 3Y | +383.8% | +37.6% | +346.2% | +327.8% |
| 5Y | +913.3% | +35.4% | +877.8% | +826.4% |
| All | +913.3% | +34.1% | +879.2% | +826.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling