+2,582.9%
FTAI vs CMS
+191.4%
+2,391.5%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.2% | -1.4% | -1.5% |
| 7D | +0.7% | +0.4% | +0.3% | +0.6% |
| 30D | -12.1% | -3.6% | -8.5% | -11.5% |
| 3M | -21.3% | -1.9% | -19.4% | -21.3% |
| 6M | -30.2% | -11.0% | -19.3% | -28.8% |
| YTD | +0.3% | +0.2% | +0.1% | +0.1% |
| 1Y | +27.2% | -1.3% | +28.5% | +27.1% |
| 3Y | +443.9% | +35.9% | +407.9% | +403.8% |
| 5Y | +853.5% | +23.1% | +830.5% | +800.8% |
| 10Y | +3,169.1% | +117.9% | +3,051.2% | +2,902.1% |
| All | +2,582.9% | +191.4% | +2,391.5% | +2,357.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling