+2,405.9%
FTAI vs CMS
+197.0%
+2,208.9%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.6% | -3.7% | -4.2% |
| 7D | +12.9% | -1.3% | +14.1% | +13.1% |
| 30D | +9.9% | +5.3% | +4.6% | +8.7% |
| 3M | -19.1% | -0.3% | -18.8% | -19.1% |
| 6M | -30.9% | -4.0% | -26.8% | -30.5% |
| YTD | -6.3% | +2.1% | -8.5% | -7.0% |
| 1Y | +20.0% | -4.7% | +24.8% | +20.8% |
| 3Y | +363.0% | +36.8% | +326.2% | +328.4% |
| 5Y | +864.8% | +34.9% | +829.9% | +796.6% |
| 10Y | +2,705.3% | +134.7% | +2,570.6% | +2,461.4% |
| All | +2,405.9% | +197.0% | +2,208.9% | +2,184.7% |
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 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