+2,361.6%
FTAI vs COPX
+343.7%
+2,017.9%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -7.0% | +4.2% | +0.4% |
| 7D | -9.7% | -2.9% | -6.8% | -8.6% |
| 30D | -20.0% | 0.0% | -20.0% | -20.1% |
| 3M | -20.1% | +14.8% | -34.9% | -25.3% |
| 6M | -33.3% | +7.0% | -40.3% | -35.5% |
| YTD | -8.0% | +23.8% | -31.8% | -16.9% |
| 1Y | +8.0% | +75.7% | -67.7% | -16.0% |
| 3Y | +413.4% | +156.4% | +257.0% | +231.2% |
| 5Y | +858.6% | +167.6% | +691.0% | +488.8% |
| 10Y | +3,003.7% | +569.1% | +2,434.5% | +1,115.4% |
| All | +2,361.6% | +343.7% | +2,017.9% | +796.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling