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  • CCJ vs CASY✓SelectedUSD · CASYCCJ vs CASY performance historyLatest closeAs of+1.22%09/08
Stock and ETF performance explorer

CCJ vs CASY

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+1,080.5%
CASY return
+549.1%
Excess return
+531.5%
Maximum drawdown
-57.2%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 10y.

Portfolio and benchmark returns by period
PeriodPortfolioCASYExcessAlpha
1D+1.2%-3.0%+4.2%+1.9%
7D+5.9%-4.4%+10.3%+7.1%
30D+4.7%-12.0%+16.7%+7.8%
3M-3.3%-2.3%-1.0%-4.6%
6M-7.0%+10.5%-17.6%-11.6%
YTD+11.5%+33.0%-21.6%+0.6%
1Y+32.3%+41.1%-8.9%+16.9%
3Y+176.8%+207.5%-30.7%+92.3%
5Y+351.8%+290.7%+61.1%+191.4%
10Y+1,080.5%+556.5%+524.0%+521.4%
All+1,080.5%+549.1%+531.5%+521.4%

Cumulative growth

Daily Returns

Daily percentage return beside CASY.

Daily Out/Under-Performance

Portfolio return minus CASY return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × CASY 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 CASY 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