+3.5%
CCL vs UNP
+51.4%
-47.9%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -0.9% | -1.0% |
| 7D | -0.1% | -0.7% | +0.6% | +0.5% |
| 30D | -20.0% | -1.1% | -18.8% | -19.3% |
| 3M | -13.7% | +7.9% | -21.5% | -19.4% |
| 6M | -9.0% | +14.6% | -23.7% | -19.8% |
| YTD | -22.8% | +26.6% | -49.4% | -37.6% |
| 1Y | -25.3% | +35.6% | -60.9% | -43.2% |
| 3Y | +54.1% | +45.5% | +8.6% | +8.6% |
| 5Y | +3.5% | +50.0% | -46.5% | -26.1% |
| All | +3.5% | +51.4% | -47.9% | -26.1% |
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 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