How do you sort a calculated field as text?

This looks like there may be more than just the text field being sorted since I think the logical progression would start with 120.  I would take a look at your sorting filters first.

Then, in general, if you want to sort out the order in which the items are displayed, you could take the same case statement you have below (make a new field called "legend order" or something) and instead use a numbering system:

CASE
when DATEDIFF(`created_at`,`customer_created_at`) < 31 then 1
when DATEDIFF(`created_at`,`customer_created_at`) < 61 then 2
when DATEDIFF(`created_at`,`customer_created_at`) < 91 then 3
when DATEDIFF(`created_at`,`customer_created_at`) < 121 then 4
when DATEDIFF(`created_at`,`customer_created_at`) > 120 then 5
end

Then you could put this new field into the "sorting" portion of the analyzer.  However, this may not work if other properties are overriding it.  Hope this helps!