-79.3%
CSAN vs SPY
+115.6%
-195.0%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.0% | -1.0% |
| 7D | +2.8% | +0.1% | +2.7% | +2.7% |
| 30D | -4.6% | +0.1% | -4.7% | -4.6% |
| 3M | +1.0% | +2.0% | -0.9% | -0.9% |
| 6M | -37.1% | +13.0% | -50.1% | -43.4% |
| YTD | -26.6% | +13.5% | -40.1% | -34.1% |
| 1Y | -44.1% | +20.0% | -64.1% | -52.0% |
| 3Y | -79.3% | +77.2% | -156.4% | -87.3% |
| 5Y | -81.0% | +81.9% | -162.9% | -88.8% |
| All | -79.3% | +115.6% | -195.0% | -88.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling