+407.3%
JCI vs FTAI
+2,588.5%
-2,181.1%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.2% | +0.8% | +0.9% |
| 7D | +5.1% | +3.9% | +1.2% | +4.3% |
| 30D | -3.8% | -8.8% | +5.0% | -2.3% |
| 3M | +1.9% | -14.5% | +16.4% | +4.3% |
| 6M | +11.2% | -24.0% | +35.2% | +15.1% |
| YTD | +22.9% | +0.5% | +22.5% | +19.7% |
| 1Y | +37.4% | +19.1% | +18.3% | +28.4% |
| 3Y | +167.8% | +460.7% | -292.9% | +63.7% |
| 5Y | +115.0% | +947.3% | -832.3% | +10.8% |
| 10Y | +325.3% | +3,244.4% | -2,919.1% | +72.8% |
| All | +407.3% | +2,588.5% | -2,181.1% | +109.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling