-11.8%
CTOS price history and return analytics
+53.2%
-65.0%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.2% | -4.1% | -4.1% | -2.1% |
| 7D | -14.8% | -4.2% | -10.7% | -9.2% |
| 30D | -6.6% | -5.8% | -0.8% | +2.4% |
| 3M | -15.7% | -5.2% | -10.4% | -8.4% |
| 6M | -6.3% | +0.1% | -6.5% | -6.3% |
| YTD | +61.5% | +8.2% | +53.2% | +44.0% |
| 1Y | +58.4% | +10.1% | +48.3% | +38.1% |
| 3Y | +47.2% | +69.7% | -22.5% | -25.9% |
| 5Y | -11.8% | +53.4% | -65.1% | -47.3% |
| All | -11.8% | +53.2% | -65.0% | -47.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling