+2,588.5%
FTAI vs CRL
+296.4%
+2,292.0%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.7% | +2.9% | +1.2% |
| 7D | +3.9% | -0.6% | +4.5% | +4.1% |
| 30D | -8.8% | +5.0% | -13.8% | -10.5% |
| 3M | -14.5% | +50.6% | -65.1% | -27.3% |
| 6M | -24.0% | +60.9% | -85.0% | -37.5% |
| YTD | +0.5% | +40.7% | -40.3% | -13.5% |
| 1Y | +19.1% | +73.3% | -54.2% | -6.1% |
| 3Y | +460.7% | +40.6% | +420.2% | +350.5% |
| 5Y | +947.3% | -37.0% | +984.3% | +1,012.3% |
| 10Y | +3,244.4% | +244.3% | +3,000.1% | +1,725.3% |
| All | +2,588.5% | +296.4% | +2,292.0% | +1,354.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling