+2,588.5%
FTAI vs CNH
+113.1%
+2,475.4%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -5.6% | +5.8% | +2.5% |
| 7D | +3.9% | +8.8% | -4.9% | -0.2% |
| 30D | -8.8% | +24.7% | -33.5% | -17.7% |
| 3M | -14.5% | +27.3% | -41.8% | -23.5% |
| 6M | -24.0% | +23.2% | -47.2% | -31.0% |
| YTD | +0.5% | +48.9% | -48.4% | -15.9% |
| 1Y | +19.1% | +19.4% | -0.3% | +8.4% |
| 3Y | +460.7% | +7.8% | +453.0% | +409.8% |
| 5Y | +947.3% | +8.7% | +938.6% | +827.8% |
| 10Y | +3,244.4% | +149.5% | +3,094.9% | +1,952.4% |
| All | +2,588.5% | +113.1% | +2,475.4% | +1,456.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling