+3.4%
CTOS price history and return analytics
+166.2%
-162.8%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +1.7% | -6.3% | -6.4% |
| 7D | -5.9% | -0.3% | -5.6% | -5.7% |
| 30D | +2.5% | -1.4% | +4.0% | +4.2% |
| 3M | -8.1% | -1.4% | -6.7% | -6.6% |
| 6M | +6.1% | +5.5% | +0.6% | +0.5% |
| YTD | +75.9% | +12.8% | +63.0% | +55.7% |
| 1Y | +76.5% | +15.4% | +61.1% | +53.0% |
| 3Y | +60.3% | +76.9% | -16.6% | -4.1% |
| 5Y | +1.1% | +60.4% | -59.3% | -34.3% |
| All | +3.4% | +166.2% | -162.8% | -50.4% |
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