+2,369.3%
FTAI vs CP
+193.1%
+2,176.2%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.5% | -1.0% | -1.2% |
| 7D | +0.2% | +2.1% | -1.9% | -0.8% |
| 30D | +10.7% | +9.3% | +1.3% | +5.2% |
| 3M | -16.4% | +0.5% | -16.9% | -17.0% |
| 6M | -32.2% | +10.4% | -42.6% | -36.3% |
| YTD | -7.7% | +28.7% | -36.4% | -19.8% |
| 1Y | +18.7% | +33.2% | -14.4% | +1.3% |
| 3Y | +354.3% | +38.4% | +315.9% | +271.7% |
| 5Y | +850.7% | +26.2% | +824.5% | +706.1% |
| 10Y | +2,664.3% | +258.4% | +2,405.9% | +1,411.3% |
| All | +2,369.3% | +193.1% | +2,176.2% | +1,238.9% |
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