+10.4%
FTAI vs CRS
+79.6%
-69.2%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -1.1% | +4.4% | +3.9% |
| 7D | -5.2% | -6.8% | +1.6% | -1.7% |
| 30D | -17.9% | -16.1% | -1.8% | -9.9% |
| 3M | -22.7% | -21.2% | -1.6% | -12.6% |
| 6M | -28.0% | +8.7% | -36.7% | -30.4% |
| YTD | -5.0% | +41.0% | -45.9% | -13.6% |
| 1Y | +10.4% | +82.7% | -72.3% | -4.0% |
| All | +10.4% | +79.6% | -69.2% | -4.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CRS.
Daily Out/Under-Performance
Portfolio return minus CRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRS 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 1y: compounded portfolio wealth divided by compounded CRS 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…
1y analysis · Full analysis span regression · 6 months rolling