+863.0%
FTAI vs CP
+30.0%
+833.0%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -1.2% | -4.7% | -5.2% |
| 7D | -0.2% | +0.6% | -0.8% | -0.4% |
| 30D | -13.6% | -0.5% | -13.2% | -13.3% |
| 3M | -20.6% | +0.1% | -20.6% | -20.9% |
| 6M | -32.6% | +7.8% | -40.4% | -35.4% |
| YTD | -5.4% | +22.9% | -28.2% | -15.4% |
| 1Y | +12.9% | +21.3% | -8.4% | +1.3% |
| 3Y | +428.1% | +20.4% | +407.8% | +362.6% |
| 5Y | +863.0% | +34.9% | +828.1% | +669.9% |
| All | +863.0% | +30.0% | +833.0% | +669.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 CP 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