+334.3%
CHTR vs CASY
+2,642.2%
-2,308.0%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.7% | +0.5% |
| 7D | -1.1% | +0.1% | -1.1% | -1.1% |
| 30D | -0.8% | -11.3% | +10.6% | +1.7% |
| 3M | +17.8% | -0.6% | +18.4% | +16.7% |
| 6M | -34.5% | +10.7% | -45.2% | -37.1% |
| YTD | -27.2% | +37.1% | -64.3% | -33.9% |
| 1Y | -41.4% | +52.3% | -93.7% | -48.3% |
| 3Y | -64.0% | +215.2% | -279.2% | -73.8% |
| 5Y | -81.3% | +276.5% | -357.8% | -87.1% |
| 10Y | -44.1% | +508.4% | -552.4% | -66.8% |
| All | +334.3% | +2,642.2% | -2,308.0% | +83.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling