+2,518.4%
FTAI vs CP
+191.9%
+2,326.5%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +9.8% |
| 3M | -14.9% | +2.2% | -17.1% | -16.3% |
| 6M | -31.4% | +11.1% | -42.5% | -35.8% |
| YTD | -2.1% | +28.2% | -30.3% | -14.8% |
| 1Y | +23.6% | +32.2% | -8.5% | +5.9% |
| 3Y | +383.8% | +35.5% | +348.2% | +300.3% |
| 5Y | +913.3% | +26.8% | +886.5% | +757.4% |
| 10Y | +2,831.2% | +256.9% | +2,574.3% | +1,506.1% |
| All | +2,518.4% | +191.9% | +2,326.5% | +1,322.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling