+94.6%
CCL vs TNA
+1,004.3%
-909.7%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.6% | -0.2% |
| 7D | -5.0% | -0.1% | -5.0% | -5.0% |
| 30D | -20.3% | -4.9% | -15.4% | -18.6% |
| 3M | -15.1% | +0.4% | -15.5% | -15.7% |
| 6M | -15.1% | +32.5% | -47.6% | -25.4% |
| YTD | -21.8% | +53.7% | -75.5% | -36.0% |
| 1Y | -24.8% | +65.1% | -89.9% | -41.2% |
| 3Y | +51.9% | +98.4% | -46.6% | -0.9% |
| 5Y | +4.0% | -22.5% | +26.5% | -5.4% |
| 10Y | -42.2% | +82.5% | -124.8% | -68.2% |
| All | +94.6% | +1,004.3% | -909.7% | -69.1% |
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 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