+67.4%
CTS price history and return analytics
+57.4%
+10.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +2.6% | +1.9% | +1.5% |
| 7D | -3.7% | +0.4% | -4.1% | -4.0% |
| 30D | +5.7% | -2.6% | +8.3% | +9.4% |
| 3M | -8.6% | -3.2% | -5.4% | -4.6% |
| 6M | -1.9% | +0.9% | -2.8% | -2.2% |
| YTD | +41.4% | +11.3% | +30.1% | +26.5% |
| 1Y | +49.0% | +14.0% | +35.0% | +29.8% |
| 3Y | +61.6% | +75.8% | -14.2% | -7.9% |
| 5Y | +67.4% | +57.8% | +9.5% | +8.0% |
| All | +67.4% | +57.4% | +10.0% | +8.0% |
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