-6.2%
CTOS price history and return analytics
+172.1%
-178.3%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | 0.0% | +2.8% | +2.8% |
| 7D | -0.1% | +0.4% | -0.6% | -0.6% |
| 30D | -16.7% | +1.0% | -17.7% | -17.6% |
| 3M | -8.1% | +2.4% | -10.5% | -10.3% |
| 6M | +30.2% | +12.0% | +18.2% | +15.8% |
| YTD | +59.5% | +15.3% | +44.2% | +37.8% |
| 1Y | +49.4% | +22.6% | +26.8% | +21.9% |
| 3Y | +35.1% | +74.7% | -39.5% | -18.7% |
| 5Y | +2.3% | +66.1% | -63.8% | -35.7% |
| All | -6.2% | +172.1% | -178.3% | -56.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling