-80.4%
CSAN vs VT
+86.1%
-166.5%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -36.2% | +16.0% | -52.2% | -43.7% |
| 7D | -36.2% | +16.0% | -52.2% | -43.7% |
| 30D | -36.2% | +16.0% | -52.2% | -43.7% |
| 3M | -36.2% | +16.0% | -52.2% | -43.7% |
| 6M | -36.2% | +16.0% | -52.2% | -43.7% |
| YTD | -36.2% | +16.0% | -52.2% | -43.7% |
| 1Y | -53.2% | +17.4% | -70.6% | -59.2% |
| 3Y | -81.4% | +73.8% | -155.2% | -89.2% |
| 5Y | -82.7% | +67.3% | -150.0% | -89.7% |
| All | -80.4% | +86.1% | -166.5% | -88.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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