+425.2%
FTAI vs CRS
+612.2%
-187.0%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -1.1% | +4.4% | +3.9% |
| 7D | -5.2% | -6.8% | +1.6% | -1.6% |
| 30D | -17.9% | -16.1% | -1.8% | -9.6% |
| 3M | -22.7% | -21.2% | -1.6% | -12.2% |
| 6M | -28.0% | +8.7% | -36.7% | -30.8% |
| YTD | -5.0% | +41.0% | -45.9% | -19.9% |
| 1Y | +10.4% | +82.7% | -72.3% | -20.2% |
| 3Y | +425.2% | +604.8% | -179.5% | +128.2% |
| All | +425.2% | +612.2% | -187.0% | +128.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling