-4.8%
CTOS price history and return analytics
+155.9%
-160.7%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.1% | +0.1% |
| 7D | -12.0% | -2.3% | -9.7% | -9.7% |
| 30D | -1.2% | -5.0% | +3.8% | +4.6% |
| 3M | -15.6% | -4.9% | -10.8% | -10.8% |
| 6M | -6.4% | -1.5% | -4.9% | -4.4% |
| YTD | +62.0% | +8.5% | +53.5% | +49.9% |
| 1Y | +60.9% | +11.4% | +49.5% | +45.2% |
| 3Y | +54.0% | +70.1% | -16.1% | -3.7% |
| 5Y | -11.5% | +53.7% | -65.2% | -39.7% |
| All | -4.8% | +155.9% | -160.7% | -52.2% |
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