+30.2%
CCL vs UNP
+39.1%
-8.9%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.4% | +1.8% | +2.3% |
| 7D | +3.1% | -3.3% | +6.3% | +6.0% |
| 30D | +17.5% | +6.7% | +10.8% | +11.7% |
| 3M | +6.8% | +1.8% | +5.0% | +5.2% |
| 6M | +18.7% | +13.3% | +5.4% | +5.8% |
| YTD | +3.0% | +30.3% | -27.3% | -19.1% |
| 1Y | +17.7% | +36.9% | -19.2% | -11.5% |
| 3Y | +155.6% | +50.9% | +104.7% | +72.6% |
| 5Y | +30.2% | +37.9% | -7.8% | -13.2% |
| All | +30.2% | +39.1% | -8.9% | -13.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling