-28.8%
CCL vs TNA
+52.8%
-81.6%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.1% | +0.2% | +0.7% |
| 7D | -3.2% | -7.3% | +4.0% | +0.5% |
| 30D | -17.8% | -14.2% | -3.6% | -11.3% |
| 3M | -18.7% | -4.6% | -14.1% | -17.1% |
| 6M | -11.4% | +36.9% | -48.3% | -25.1% |
| YTD | -24.3% | +42.5% | -66.9% | -37.4% |
| 1Y | -28.8% | +45.8% | -74.6% | -42.1% |
| All | -28.8% | +52.8% | -81.6% | -42.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling