+806.2%
FTAI vs CVE
+142.8%
+663.4%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -0.6% | +11.5% | +11.1% |
| 7D | -3.7% | -16.1% | +12.4% | 0.0% |
| 30D | +3.1% | -10.4% | +13.5% | +5.4% |
| 3M | -18.3% | -2.4% | -16.0% | -18.3% |
| 6M | -36.6% | -4.4% | -32.2% | -37.0% |
| YTD | -7.9% | +64.9% | -72.9% | -23.6% |
| 1Y | +12.0% | +66.0% | -54.0% | -7.5% |
| 3Y | +361.5% | +57.7% | +303.9% | +272.2% |
| All | +806.2% | +142.8% | +663.4% | +584.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling