+108.8%
JCI vs FTAI
+847.8%
-739.0%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.8% | +1.3% | -0.9% |
| 7D | +0.4% | -9.7% | +10.1% | +2.3% |
| 30D | -7.7% | -20.0% | +12.3% | -4.0% |
| 3M | +2.8% | -20.1% | +22.8% | +6.3% |
| 6M | +7.2% | -33.3% | +40.5% | +13.5% |
| YTD | +20.0% | -8.0% | +28.0% | +18.9% |
| 1Y | +33.3% | +8.0% | +25.3% | +27.2% |
| 3Y | +161.3% | +413.4% | -252.1% | +52.3% |
| 5Y | +108.8% | +858.6% | -749.8% | -3.2% |
| All | +108.8% | +847.8% | -739.0% | -3.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FTAI.
Daily Out/Under-Performance
Portfolio return minus FTAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTAI 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 FTAI 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