+2,657.6%
FTAI vs CVE
+147.6%
+2,509.9%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +1.7% | -6.0% | -4.8% |
| 7D | +12.9% | +4.6% | +8.2% | +11.3% |
| 30D | +9.9% | -12.0% | +21.9% | +13.9% |
| 3M | -19.1% | -3.8% | -15.3% | -18.7% |
| 6M | -30.9% | -2.7% | -28.1% | -31.7% |
| YTD | -6.3% | +73.6% | -79.9% | -24.5% |
| 1Y | +20.0% | +62.0% | -42.0% | -1.1% |
| 3Y | +363.0% | +72.7% | +290.3% | +265.6% |
| 5Y | +864.8% | +153.9% | +710.9% | +538.0% |
| All | +2,657.6% | +147.6% | +2,509.9% | +1,089.8% |
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