Attached is a workbook created by Jonathan Drummey. If it isn't demonstrated in here, I daresay it can't be done. (John hold off on giving a green check until Jonathan chimes in so you can give it to him.)
Got this with some help from Tableau Support...
1. Create calculated field
if SUM([CTR]) >.02 then "CTR > 2%"
elseif SUM([CTR]) <.01 then "CTR < 1%"
elseif SUM([CTR]) <.02 then "CTR < 2% but > 1%"
2. Place calculated field on color shelf
3. Click triangle in legend and select "Edit colors" to assign desired colors.