+200.7%
CTS price history and return analytics
+224.7%
-24.0%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.1% | -0.2% | -0.4% |
| 7D | +0.3% | -0.7% | +1.0% | +1.3% |
| 30D | +10.3% | -1.7% | +12.1% | +13.0% |
| 3M | -3.2% | -2.3% | -0.9% | -0.2% |
| 6M | +1.1% | +1.5% | -0.4% | +0.1% |
| YTD | +45.1% | +12.0% | +33.0% | +28.8% |
| 1Y | +50.5% | +12.9% | +37.7% | +32.6% |
| 3Y | +62.9% | +74.9% | -12.0% | -9.7% |
| 5Y | +68.3% | +59.9% | +8.4% | +2.7% |
| All | +200.7% | +224.7% | -24.0% | -20.9% |
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