+858.6%
FTAI vs CPB
-40.6%
+899.2%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -4.3% | +1.5% | -2.9% |
| 7D | -9.7% | -5.4% | -4.3% | -9.8% |
| 30D | -20.0% | -7.8% | -12.2% | -20.3% |
| 3M | -20.1% | -6.9% | -13.1% | -20.2% |
| 6M | -33.3% | -12.2% | -21.1% | -33.5% |
| YTD | -8.0% | -21.1% | +13.1% | -8.5% |
| 1Y | +8.0% | -33.5% | +41.5% | +7.9% |
| 3Y | +413.4% | -43.2% | +456.6% | +406.3% |
| 5Y | +858.6% | -40.9% | +899.5% | +841.7% |
| All | +858.6% | -40.6% | +899.2% | +841.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling