+33.9%
CCL vs TNA
-46.7%
+80.6%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.7% | +0.2% |
| 7D | -1.2% | +3.7% | -4.9% | -3.2% |
| 30D | +13.1% | +4.4% | +8.7% | +9.8% |
| 3M | +3.4% | -26.7% | +30.0% | +20.4% |
| 6M | +18.7% | -12.8% | +31.5% | +25.0% |
| YTD | -2.3% | +22.7% | -24.9% | -15.1% |
| 1Y | +14.2% | +35.7% | -21.5% | -6.7% |
| 3Y | +133.6% | +134.6% | -1.0% | +16.7% |
| All | +33.9% | -46.7% | +80.6% | +46.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling