We present a detailed investigation of the magnetic and superconducting properties of Ca1-xNaxFe2As2 single crystals with x = 0.00, 0.35, 0.50, and 0.67 by means of the local probe techniques Moessbauer spectroscopy and muon spin relaxation experiments. With increasing Na substitution level, the magnetic order parameter as well as the magneto-structural phase transition are suppressed. For x = 0.50 we find a microscopic coexistence of magnetic and superconducting phases accompanied by a reduction of the magnetic order parameter below the superconducting transition temperature Tc. A systematic comparison with other 122 pnictides reveals a square-root correlation between the reduction of the magnetic order parameter and the ratio of the transition temperatures, Tc/TN, which can be understood in the framework of a Landau theory. In the optimally doped sample with Tc = 34 K, diluted magnetism is found and the temperature dependence of the penetration depth and superfluid density are obtained, proving the presence of two superconducting s-wave gaps
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