+2,582.9%
FTAI vs CPB
-32.3%
+2,615.2%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.4% | +1.8% | -1.5% |
| 7D | +0.7% | -8.6% | +9.3% | +0.7% |
| 30D | -12.1% | -7.2% | -4.8% | -12.1% |
| 3M | -21.3% | +0.9% | -22.2% | -21.5% |
| 6M | -30.2% | -11.8% | -18.4% | -30.2% |
| YTD | +0.3% | -19.4% | +19.7% | +0.4% |
| 1Y | +27.2% | -30.4% | +57.5% | +28.0% |
| 3Y | +443.9% | -40.2% | +484.0% | +446.1% |
| 5Y | +853.5% | -39.5% | +893.0% | +859.7% |
| 10Y | +3,169.1% | -47.4% | +3,216.5% | +3,129.7% |
| All | +2,582.9% | -32.3% | +2,615.2% | +2,576.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling