+3,244.4%
FTAI vs CVE
+170.0%
+3,074.4%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.5% | -2.3% | -0.5% |
| 7D | +3.9% | +0.2% | +3.7% | +3.8% |
| 30D | -8.8% | +17.5% | -26.3% | -13.2% |
| 3M | -14.5% | +16.2% | -30.7% | -19.2% |
| 6M | -24.0% | +47.8% | -71.8% | -34.4% |
| YTD | +0.5% | +98.5% | -98.0% | -21.7% |
| 1Y | +19.1% | +109.8% | -90.7% | -9.1% |
| 3Y | +460.7% | +75.5% | +385.3% | +343.1% |
| 5Y | +947.3% | +341.6% | +605.8% | +482.1% |
| 10Y | +3,244.4% | +159.8% | +3,084.6% | +1,304.7% |
| All | +3,244.4% | +170.0% | +3,074.4% | +1,304.7% |
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