-79.3%
CSAN vs VT
+89.3%
-168.7%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.3% | -1.3% |
| 7D | +2.8% | +0.4% | +2.4% | +2.3% |
| 30D | -4.6% | +1.0% | -5.6% | -5.5% |
| 3M | +1.0% | +2.4% | -1.3% | -1.8% |
| 6M | -37.1% | +12.0% | -49.1% | -44.4% |
| YTD | -26.6% | +15.3% | -41.9% | -36.9% |
| 1Y | -44.1% | +22.6% | -66.7% | -54.9% |
| 3Y | -79.3% | +74.7% | -153.9% | -88.4% |
| 5Y | -81.0% | +66.1% | -147.1% | -88.8% |
| All | -79.3% | +89.3% | -168.7% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling