+2,443.2%
FTAI vs CPAY
+165.2%
+2,278.0%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.1% | +3.4% | +3.3% |
| 7D | -5.2% | -2.0% | -3.2% | -4.4% |
| 30D | -17.9% | -0.4% | -17.6% | -18.0% |
| 3M | -22.7% | +16.4% | -39.1% | -28.8% |
| 6M | -28.0% | +23.5% | -51.5% | -36.2% |
| YTD | -5.0% | +35.7% | -40.6% | -20.8% |
| 1Y | +10.4% | +30.2% | -19.8% | -7.0% |
| 3Y | +425.2% | +49.7% | +375.5% | +311.3% |
| 5Y | +890.3% | +56.6% | +833.8% | +643.9% |
| 10Y | +3,106.5% | +153.8% | +2,952.8% | +1,988.1% |
| All | +2,443.2% | +165.2% | +2,278.0% | +1,489.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CPAY.
Daily Out/Under-Performance
Portfolio return minus CPAY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPAY 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 CPAY 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