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

CCJ vs CMS

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+1,080.5%
CMS return
+117.1%
Excess return
+963.4%
Maximum drawdown
-57.2%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 10y.

Portfolio and benchmark returns by period
PeriodPortfolioCMSExcessAlpha
1D+1.2%+0.5%+0.7%+1.1%
7D+5.9%+1.2%+4.7%+5.7%
30D+4.7%-3.2%+7.9%+5.2%
3M-3.3%-2.2%-1.1%-3.1%
6M-7.0%-9.4%+2.4%-5.8%
YTD+11.5%+0.7%+10.8%+11.1%
1Y+32.3%+0.4%+31.9%+31.8%
3Y+176.8%+35.2%+141.7%+157.9%
5Y+351.8%+24.1%+327.7%+326.5%
10Y+1,080.5%+115.8%+964.7%+1,022.0%
All+1,080.5%+117.1%+963.4%+1,022.0%

Cumulative growth

Daily Returns

Daily percentage return beside CMS.

Daily Out/Under-Performance

Portfolio return minus CMS return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × CMS 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 CMS 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