+2,518.4%
FTAI vs CMS
+198.7%
+2,319.7%
-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% | +1.9% | +1.7% |
| 7D | +6.7% | -1.1% | +7.8% | +6.9% |
| 30D | +15.7% | +6.6% | +9.2% | +14.2% |
| 3M | -14.9% | +0.8% | -15.7% | -15.1% |
| 6M | -31.4% | -3.3% | -28.1% | -31.2% |
| YTD | -2.1% | +2.7% | -4.9% | -2.9% |
| 1Y | +23.6% | -4.0% | +27.6% | +24.2% |
| 3Y | +383.8% | +37.6% | +346.2% | +347.1% |
| 5Y | +913.3% | +35.4% | +877.8% | +840.7% |
| 10Y | +2,831.2% | +136.0% | +2,695.2% | +2,573.3% |
| All | +2,518.4% | +198.7% | +2,319.7% | +2,284.5% |
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