-65.9%
CHTR vs CASY
+161.8%
-227.7%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.8% | +3.5% | +4.2% |
| 7D | +17.2% | +3.6% | +13.7% | +16.5% |
| 30D | +31.6% | +9.1% | +22.6% | +29.7% |
| 3M | -11.6% | -16.5% | +4.9% | -9.4% |
| 6M | -3.3% | -19.7% | +16.4% | -0.3% |
| YTD | -33.7% | +29.3% | -63.0% | -39.4% |
| 1Y | -32.4% | +33.1% | -65.6% | -38.9% |
| 3Y | -65.9% | +158.5% | -224.5% | -73.4% |
| All | -65.9% | +161.8% | -227.7% | -73.4% |
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