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 +1.18% over the past year and −0.94% YTD, with dividends reinvested. Since Mar. 8, 2022, CTA is up +16.75% in real purchasing-power return, or +3.55%/yr, and is currently −16.40% below its real total-return high on May 4, 2026.

Data ending Thu Aug. 13, 2026

Growth of $10,000

Tue 2022-03-08💬 to Thu 2026-08-13 Overall
Return 		Exponential
Trendline
CTA × 		+16.75%
+3.55%/yr 		+5.26%/yr
R2=0.597
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Growth of $10,000 Summary

Tue 2022-03-08💬 to Thu 2026-08-13 Start
Value 		End
Value
CTA × 		$10,000.00
2022-03-08 		$11,674.67
2026-08-13

This Year’s Performance

through 2026-08-13

  YTD YoY
CTA × 		−0.94% +1.18%

Drawdowns

  Current
Drawdown 		Worst
Drawdown
CTA × 		−16.40%
on 2026-08-13
from 2026-05-04 peak 		−20.96%
on 2026-08-04
from 2026-05-04 peak

Rolling Returns

Period ending Thu 2026-08-13 1 yr 2 yr 3 yr 5 yr 10 yr
CTA × 		+1.18% +7.02%
+3.45%/yr 		+14.20%
+4.52%/yr 		— —

Annual Returns

Year CTA
2026 (YTD) −0.94%
2025 −1.74%
2024 +20.67%
2023 −5.40%
2022 +5.07%