+92.1%
CCL vs TNA
+990.0%
-897.9%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.3% | 0.0% | -0.8% |
| 7D | -0.1% | +4.1% | -4.2% | -1.9% |
| 30D | -20.0% | -7.6% | -12.3% | -17.2% |
| 3M | -13.7% | +8.1% | -21.7% | -16.7% |
| 6M | -9.0% | +49.0% | -58.0% | -23.9% |
| YTD | -22.8% | +51.7% | -74.5% | -36.4% |
| 1Y | -25.3% | +59.6% | -84.9% | -40.8% |
| 3Y | +54.1% | +118.9% | -64.8% | -3.5% |
| 5Y | +3.5% | -19.2% | +22.7% | -7.4% |
| 10Y | -41.0% | +77.2% | -118.3% | -67.2% |
| All | +92.1% | +990.0% | -897.9% | -69.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded TNA 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling