+913.3%
FTAI vs CP
+25.9%
+887.3%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | 0.0% | +1.7% | +1.6% |
| 7D | +6.7% | -0.7% | +7.3% | +7.1% |
| 30D | +15.7% | +9.6% | +6.1% | +9.7% |
| 3M | -14.9% | +2.2% | -17.1% | -16.2% |
| 6M | -31.4% | +11.1% | -42.5% | -35.9% |
| YTD | -2.1% | +28.2% | -30.3% | -15.0% |
| 1Y | +23.6% | +32.2% | -8.5% | +5.4% |
| 3Y | +383.8% | +35.5% | +348.2% | +292.9% |
| 5Y | +913.3% | +26.8% | +886.5% | +728.8% |
| All | +913.3% | +25.9% | +887.3% | +728.8% |
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