-29.4%
CCL vs UNP
+293.6%
-323.1%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.2% | -1.4% | -1.3% |
| 7D | +5.8% | -0.9% | +6.7% | +6.8% |
| 30D | +17.3% | +8.0% | +9.3% | +9.4% |
| 3M | +11.3% | +3.3% | +8.0% | +7.8% |
| 6M | +18.5% | +14.7% | +3.7% | +2.9% |
| YTD | +2.8% | +31.9% | -29.1% | -22.4% |
| 1Y | +16.7% | +37.1% | -20.4% | -14.9% |
| 3Y | +146.0% | +51.9% | +94.2% | +59.9% |
| 5Y | +33.6% | +39.3% | -5.7% | -6.4% |
| 10Y | -29.4% | +284.1% | -313.5% | -71.3% |
| All | -29.4% | +293.6% | -323.1% | -71.3% |
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