-45.9%
CHTR vs CASY
+453.5%
-499.4%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.9% | +5.6% | +4.2% |
| 7D | -4.1% | -18.6% | +14.5% | +0.6% |
| 30D | -3.0% | -26.6% | +23.7% | +4.1% |
| 3M | +4.8% | -32.8% | +37.5% | +14.4% |
| 6M | -35.0% | -10.0% | -25.0% | -34.8% |
| YTD | -30.2% | +11.6% | -41.8% | -34.0% |
| 1Y | -44.8% | +11.5% | -56.3% | -47.9% |
| 3Y | -66.6% | +160.7% | -227.2% | -75.3% |
| 5Y | -81.5% | +232.4% | -313.9% | -87.3% |
| All | -45.9% | +453.5% | -499.4% | -68.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CASY.
Daily Out/Under-Performance
Portfolio return minus CASY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CASY 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 CASY 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