+2,432.1%
FTAI vs CRS
+1,146.3%
+1,285.8%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | 0.0% | -5.8% | -5.8% |
| 7D | -0.2% | -0.5% | +0.4% | 0.0% |
| 30D | -13.6% | -18.1% | +4.5% | -6.8% |
| 3M | -20.6% | -12.4% | -8.1% | -16.4% |
| 6M | -32.6% | +15.9% | -48.5% | -35.9% |
| YTD | -5.4% | +45.8% | -51.2% | -17.6% |
| 1Y | +12.9% | +87.8% | -74.9% | -11.8% |
| 3Y | +428.1% | +648.7% | -220.6% | +151.0% |
| 5Y | +863.0% | +1,416.6% | -553.6% | +242.4% |
| 10Y | +3,092.6% | +1,412.7% | +1,679.9% | +898.5% |
| All | +2,432.1% | +1,146.3% | +1,285.8% | +679.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling