+3,000.8%
FTAI vs CVE
+136.7%
+2,864.1%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | +0.5% | +9.8% | +10.1% |
| 7D | +0.5% | -10.1% | +10.6% | +4.0% |
| 30D | +17.0% | -12.1% | +29.1% | +21.3% |
| 3M | -7.8% | -1.9% | -6.0% | -7.9% |
| 6M | -26.2% | -1.8% | -24.3% | -27.3% |
| YTD | +1.6% | +65.8% | -64.2% | -17.0% |
| 1Y | +22.2% | +60.8% | -38.7% | +0.7% |
| 3Y | +415.7% | +70.1% | +345.5% | +309.0% |
| 5Y | +932.0% | +134.8% | +797.3% | +599.6% |
| 10Y | +3,000.8% | +130.1% | +2,870.7% | +1,250.0% |
| All | +3,000.8% | +136.7% | +2,864.1% | +1,250.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CVE.
Daily Out/Under-Performance
Portfolio return minus CVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CVE 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 CVE 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