-42.8%
CCL vs UNP
+285.9%
-328.7%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.3% | -0.9% | -1.0% |
| 7D | -4.4% | -1.7% | -2.7% | -2.9% |
| 30D | -18.2% | -2.1% | -16.1% | -16.7% |
| 3M | -17.7% | +5.4% | -23.2% | -22.2% |
| 6M | -13.0% | +13.4% | -26.4% | -23.7% |
| YTD | -24.5% | +25.0% | -49.4% | -39.7% |
| 1Y | -26.9% | +34.6% | -61.5% | -45.7% |
| 3Y | +50.8% | +43.6% | +7.1% | +3.9% |
| 5Y | -0.9% | +51.7% | -52.7% | -36.0% |
| All | -42.8% | +285.9% | -328.7% | -74.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling