-83.0%
CHTR vs CASY
+231.3%
-314.3%
-84.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | -14.2% | +6.1% | -5.0% |
| 7D | -15.8% | -16.5% | +0.8% | -12.5% |
| 30D | -12.7% | -26.4% | +13.7% | -7.1% |
| 3M | -1.1% | -17.3% | +16.2% | +1.7% |
| 6M | -39.9% | -5.2% | -34.7% | -40.9% |
| YTD | -35.9% | +14.1% | -49.9% | -40.2% |
| 1Y | -49.2% | +16.6% | -65.8% | -53.1% |
| 3Y | -68.3% | +163.7% | -232.0% | -77.2% |
| All | -83.0% | +231.3% | -314.3% | -88.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling