-66.6%
CHTR vs CASY
+158.0%
-224.6%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.9% | +5.6% | +4.0% |
| 7D | -4.1% | -18.6% | +14.5% | -0.8% |
| 30D | -3.0% | -26.6% | +23.7% | +1.8% |
| 3M | +4.8% | -32.8% | +37.5% | +11.5% |
| 6M | -35.0% | -10.0% | -25.0% | -35.6% |
| YTD | -30.2% | +11.6% | -41.8% | -34.5% |
| 1Y | -44.8% | +11.5% | -56.3% | -48.3% |
| 3Y | -66.6% | +160.7% | -227.2% | -73.9% |
| All | -66.6% | +158.0% | -224.6% | -73.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling