+54.1%
CCL vs UNP
+46.5%
+7.6%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -0.9% | -1.0% |
| 7D | -0.1% | -0.7% | +0.6% | +0.4% |
| 30D | -20.0% | -1.1% | -18.8% | -19.4% |
| 3M | -13.7% | +7.9% | -21.5% | -18.9% |
| 6M | -9.0% | +14.6% | -23.7% | -19.0% |
| YTD | -22.8% | +26.6% | -49.4% | -36.6% |
| 1Y | -25.3% | +35.6% | -60.9% | -42.2% |
| 3Y | +54.1% | +45.5% | +8.6% | +9.1% |
| All | +54.1% | +46.5% | +7.6% | +9.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling