+27.2%
FTAI vs CPB
-32.6%
+59.8%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.4% | +1.8% | -2.1% |
| 7D | +0.7% | -8.6% | +9.3% | -0.8% |
| 30D | -12.1% | -7.2% | -4.8% | -13.1% |
| 3M | -21.3% | +0.9% | -22.2% | -21.8% |
| 6M | -30.2% | -11.8% | -18.4% | -31.8% |
| YTD | +0.3% | -19.4% | +19.7% | -3.3% |
| 1Y | +27.2% | -30.4% | +57.5% | +25.4% |
| All | +27.2% | -32.6% | +59.8% | +25.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 1y: compounded portfolio wealth divided by compounded CPB 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…
1y analysis · Full analysis span regression · 6 months rolling