+863.0%
FTAI vs CNH
+12.3%
+850.7%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +2.2% | -8.0% | -6.7% |
| 7D | -0.2% | +1.8% | -2.0% | -1.2% |
| 30D | -13.6% | +32.6% | -46.3% | -24.3% |
| 3M | -20.6% | +29.4% | -50.0% | -29.8% |
| 6M | -32.6% | +26.0% | -58.6% | -39.7% |
| YTD | -5.4% | +52.2% | -57.6% | -21.8% |
| 1Y | +12.9% | +23.9% | -11.0% | +0.7% |
| 3Y | +428.1% | +10.1% | +418.0% | +376.0% |
| 5Y | +863.0% | +13.2% | +849.9% | +756.9% |
| All | +863.0% | +12.3% | +850.7% | +756.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling