+10.4%
CCL vs UNP
+38.2%
-27.7%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.7% | -5.1% | -4.7% |
| 7D | -0.3% | +2.1% | -2.4% | -1.5% |
| 30D | +10.3% | +7.7% | +2.6% | +6.8% |
| 3M | +6.6% | +4.0% | +2.5% | +4.9% |
| 6M | +20.0% | +15.7% | +4.4% | +10.2% |
| YTD | -1.9% | +33.5% | -35.4% | -17.7% |
| 1Y | +10.4% | +38.9% | -28.5% | -15.9% |
| All | +10.4% | +38.2% | -27.7% | -15.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling