+922.5%
FTAI vs CMS
+24.2%
+898.3%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.3% | +0.1% |
| 7D | +3.9% | +1.2% | +2.7% | +3.6% |
| 30D | -8.8% | -3.2% | -5.7% | -8.2% |
| 3M | -14.5% | -2.2% | -12.3% | -14.4% |
| 6M | -24.0% | -9.4% | -14.6% | -22.5% |
| YTD | +0.5% | +0.7% | -0.2% | +0.1% |
| 1Y | +19.1% | +0.4% | +18.8% | +18.5% |
| 3Y | +460.7% | +35.2% | +425.6% | +401.7% |
| All | +922.5% | +24.2% | +898.3% | +873.2% |
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