+0.4%
CCL vs TNA
-26.1%
+26.4%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.0% | +2.0% | +0.6% |
| 7D | -4.3% | -7.6% | +3.3% | -0.3% |
| 30D | -19.0% | -13.6% | -5.3% | -12.6% |
| 3M | -13.1% | +2.8% | -15.9% | -14.7% |
| 6M | -13.3% | +34.5% | -47.8% | -26.7% |
| YTD | -25.2% | +41.0% | -66.3% | -39.0% |
| 1Y | -27.2% | +52.0% | -79.2% | -44.1% |
| 3Y | +49.2% | +103.5% | -54.2% | -17.2% |
| 5Y | +0.4% | -22.5% | +22.9% | -15.5% |
| All | +0.4% | -26.1% | +26.4% | -15.5% |
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