+1,417.4%
FTAI vs ZCMD
-100.0%
+1,517.4%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +4.0% | -9.8% | -5.9% |
| 7D | -0.2% | -4.1% | +3.9% | -0.1% |
| 30D | -13.6% | -22.7% | +9.1% | -13.1% |
| 3M | -20.6% | -62.5% | +41.9% | -22.0% |
| 6M | -32.6% | -99.5% | +66.9% | -26.1% |
| YTD | -5.4% | -99.7% | +94.4% | +6.6% |
| 1Y | +12.9% | -99.9% | +112.8% | +31.1% |
| 3Y | +428.1% | -100.0% | +528.1% | +554.7% |
| 5Y | +863.0% | -100.0% | +963.0% | +1,098.7% |
| All | +1,417.4% | -100.0% | +1,517.4% | +2,056.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ZCMD.
Daily Out/Under-Performance
Portfolio return minus ZCMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZCMD 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 all: compounded portfolio wealth divided by compounded ZCMD 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…
all analysis · Full analysis span regression · 6 months rolling