+2.2%
CTOS price history and return analytics
+162.6%
-160.3%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +2.6% | +4.8% | +4.6% |
| 7D | -5.7% | +0.4% | -6.1% | -5.9% |
| 30D | +8.3% | -2.6% | +10.9% | +11.8% |
| 3M | -3.8% | -3.2% | -0.6% | 0.0% |
| 6M | +3.3% | +0.9% | +2.4% | +2.9% |
| YTD | +74.0% | +11.3% | +62.6% | +56.8% |
| 1Y | +74.0% | +14.0% | +60.0% | +53.3% |
| 3Y | +112.7% | +75.8% | +36.9% | +28.7% |
| 5Y | -6.2% | +57.8% | -64.0% | -37.8% |
| All | +2.2% | +162.6% | -160.3% | -50.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 10y: compounded portfolio wealth divided by compounded VT 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…
10y analysis · Full analysis span regression · 6 months rolling