All charts and data below are CPI-U inflation-adjusted and with dividends reinvested. (Why?)

Total Real Returns

CTA: Total Real Return Chart (Dividends Reinvested, Inflation Adjusted)

CTA real return snapshot: after CPI-U inflation, CTA returned −0.61% over the past year and −1.52% YTD, with dividends reinvested. Since Mar. 8, 2022, CTA is up +16.06% in real purchasing-power return, or +3.25%/yr, and is currently −16.89% below its real total-return high on May 4, 2026.

Data ending Thu Nov. 5, 2026

Growth of $10,000

Tue 2022-03-08💬 to Thu 2026-11-05 Overall
Return 		Exponential
Trendline
CTA × 		+16.06%
+3.25%/yr 		+5.32%/yr
R2=0.633
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Growth of $10,000 Summary

Tue 2022-03-08💬 to Thu 2026-11-05 Start
Value 		End
Value
CTA × 		$10,000.00
2022-03-08 		$11,606.03
2026-11-05

This Year’s Performance

through 2026-11-05

  YTD YoY
CTA × 		−1.52% −0.61%

Drawdowns

  Current
Drawdown 		Worst
Drawdown
CTA × 		−16.89%
on 2026-11-05
from 2026-05-04 peak 		−20.98%
on 2026-08-04
from 2026-05-04 peak

Rolling Returns

Period ending Thu 2026-11-05 1 yr 2 yr 3 yr 5 yr 10 yr
CTA × 		−0.61% +3.44%
+1.71%/yr 		+11.25%
+3.62%/yr 		— —

Annual Returns

Year CTA
2026 (YTD) −1.52%
2025 −1.74%
2024 +20.67%
2023 −5.40%
2022 +5.07%