+449.0%
FTAI vs CVE
+71.6%
+377.4%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.3% | -0.2% | -1.3% |
| 7D | +0.7% | +2.5% | -1.8% | +0.2% |
| 30D | -12.1% | +16.7% | -28.8% | -14.7% |
| 3M | -21.3% | +9.3% | -30.6% | -22.7% |
| 6M | -30.2% | +43.6% | -73.8% | -38.6% |
| YTD | +0.3% | +93.6% | -93.3% | -22.4% |
| 1Y | +27.2% | +98.8% | -71.6% | -3.3% |
| All | +449.0% | +71.6% | +377.4% | +301.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling