+2,975.0%
FTAI vs CNH
+157.1%
+2,817.9%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.9% | +0.1% | -1.5% |
| 7D | -9.7% | -2.5% | -7.2% | -8.9% |
| 30D | -20.0% | +27.0% | -47.0% | -29.0% |
| 3M | -20.1% | +32.6% | -52.7% | -30.5% |
| 6M | -33.3% | +23.6% | -56.9% | -40.1% |
| YTD | -8.0% | +47.8% | -55.8% | -24.0% |
| 1Y | +8.0% | +21.3% | -13.3% | -3.3% |
| 3Y | +413.4% | +7.0% | +406.5% | +363.3% |
| 5Y | +858.6% | +10.2% | +848.4% | +728.9% |
| All | +2,975.0% | +157.1% | +2,817.9% | +1,639.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 10y: compounded portfolio wealth divided by compounded CNH 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…
10y analysis · Full analysis span regression · 6 months rolling