+3,076.9%
FTAI vs CRL
+256.1%
+2,820.9%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +1.9% | +1.4% | +2.6% |
| 7D | -5.2% | -3.5% | -1.7% | -3.8% |
| 30D | -17.9% | -2.1% | -15.8% | -17.2% |
| 3M | -22.7% | +48.0% | -70.7% | -34.2% |
| 6M | -28.0% | +64.7% | -92.8% | -41.7% |
| YTD | -5.0% | +39.5% | -44.4% | -18.3% |
| 1Y | +10.4% | +74.2% | -63.8% | -13.9% |
| 3Y | +425.2% | +39.4% | +385.9% | +319.4% |
| 5Y | +890.3% | -36.9% | +927.3% | +966.5% |
| All | +3,076.9% | +256.1% | +2,820.9% | +1,584.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 CRL 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