+143.2%
CCL vs TNA
+781.2%
-638.0%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.7% | +0.1% |
| 7D | -1.2% | +3.7% | -4.9% | -2.9% |
| 30D | +13.1% | +4.4% | +8.7% | +10.5% |
| 3M | +3.4% | -26.7% | +30.0% | +17.3% |
| 6M | +18.7% | -12.8% | +31.5% | +24.2% |
| YTD | -2.3% | +22.7% | -24.9% | -12.4% |
| 1Y | +14.2% | +35.7% | -21.5% | -2.6% |
| 3Y | +133.6% | +134.6% | -1.0% | +41.6% |
| 5Y | +33.5% | -46.0% | +79.5% | +41.2% |
| 10Y | -32.8% | +38.0% | -70.8% | -58.4% |
| All | +143.2% | +781.2% | -638.0% | -57.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling