+10.4%
FTAI vs COPX
+73.7%
-63.3%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.1% | +3.4% | +3.4% |
| 7D | -5.2% | -2.3% | -2.9% | -4.1% |
| 30D | -17.9% | +0.3% | -18.2% | -18.3% |
| 3M | -22.7% | +6.8% | -29.6% | -26.7% |
| 6M | -28.0% | +7.9% | -36.0% | -33.0% |
| YTD | -5.0% | +23.7% | -28.7% | -20.0% |
| 1Y | +10.4% | +71.5% | -61.1% | -12.0% |
| All | +10.4% | +73.7% | -63.3% | -12.0% |
Cumulative growth
Daily Returns
Daily percentage return beside COPX.
Daily Out/Under-Performance
Portfolio return minus COPX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COPX 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 1y: compounded portfolio wealth divided by compounded COPX 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…
1y analysis · Full analysis span regression · 6 months rolling