-78.6%
CSAN vs SPY
+114.5%
-193.1%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.5% | +4.0% | +3.9% |
| 7D | +0.3% | +0.5% | -0.2% | -0.2% |
| 30D | +4.2% | -0.9% | +5.1% | +5.1% |
| 3M | +12.8% | +3.9% | +8.9% | +8.9% |
| 6M | -29.4% | +14.5% | -43.9% | -37.2% |
| YTD | -24.1% | +12.9% | -37.0% | -31.5% |
| 1Y | -45.3% | +19.4% | -64.6% | -52.8% |
| 3Y | -77.7% | +78.5% | -156.1% | -86.4% |
| 5Y | -79.7% | +81.8% | -161.4% | -88.1% |
| All | -78.6% | +114.5% | -193.1% | -88.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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