-43.4%
CCL vs UNP
+287.3%
-330.7%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.4% | -1.4% | -1.3% |
| 7D | -4.3% | -1.2% | -3.1% | -3.3% |
| 30D | -19.0% | -2.0% | -17.0% | -17.6% |
| 3M | -13.1% | +7.5% | -20.6% | -19.4% |
| 6M | -13.3% | +15.3% | -28.6% | -25.2% |
| YTD | -25.2% | +25.4% | -50.7% | -40.5% |
| 1Y | -27.2% | +35.6% | -62.8% | -46.2% |
| 3Y | +49.2% | +44.1% | +5.1% | +2.5% |
| 5Y | +0.4% | +54.0% | -53.6% | -36.1% |
| All | -43.4% | +287.3% | -330.7% | -74.8% |
Cumulative growth
Daily Returns
Daily percentage return beside UNP.
Daily Out/Under-Performance
Portfolio return minus UNP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UNP 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded UNP 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling