+883.5%
FTAI vs CVE
+317.2%
+566.2%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.3% | -0.2% | -1.3% |
| 7D | +0.7% | +2.5% | -1.8% | +0.1% |
| 30D | -12.1% | +16.7% | -28.8% | -15.1% |
| 3M | -21.3% | +9.3% | -30.6% | -23.3% |
| 6M | -30.2% | +43.6% | -73.8% | -37.9% |
| YTD | +0.3% | +93.6% | -93.3% | -19.0% |
| 1Y | +27.2% | +98.8% | -71.6% | +1.5% |
| 3Y | +443.9% | +73.6% | +370.3% | +333.5% |
| All | +883.5% | +317.2% | +566.2% | +548.8% |
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 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