+425.2%
FTAI vs COPX
+149.4%
+275.9%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.1% | +3.4% | +3.4% |
| 7D | -5.2% | -2.3% | -2.9% | -4.2% |
| 30D | -17.9% | +0.3% | -18.2% | -18.2% |
| 3M | -22.7% | +6.8% | -29.6% | -26.1% |
| 6M | -28.0% | +7.9% | -36.0% | -31.6% |
| YTD | -5.0% | +23.7% | -28.7% | -16.2% |
| 1Y | +10.4% | +71.5% | -61.1% | -16.5% |
| 3Y | +425.2% | +149.1% | +276.1% | +213.5% |
| All | +425.2% | +149.4% | +275.9% | +213.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling