+2,975.0%
FTAI vs CPB
-45.5%
+3,020.4%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -4.3% | +1.5% | -2.7% |
| 7D | -9.7% | -5.4% | -4.3% | -9.6% |
| 30D | -20.0% | -7.8% | -12.2% | -20.0% |
| 3M | -20.1% | -6.9% | -13.1% | -20.1% |
| 6M | -33.3% | -12.2% | -21.1% | -33.2% |
| YTD | -8.0% | -21.1% | +13.1% | -7.7% |
| 1Y | +8.0% | -33.5% | +41.5% | +9.1% |
| 3Y | +413.4% | -43.2% | +456.6% | +418.2% |
| 5Y | +858.6% | -40.9% | +899.5% | +866.8% |
| All | +2,975.0% | -45.5% | +3,020.4% | +3,042.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling