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  • CCL vs CCJ✓SelectedUSD · CCJCCL vs CCJ performance historyLatest closeAs of-2.16%09/09
Stock and ETF performance explorer

CCL vs CCJ

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
-41.7%
CCJ return
+1,078.9%
Excess return
-1,120.6%
Maximum drawdown
-90.4%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 10y.

Portfolio and benchmark returns by period
PeriodPortfolioCCJExcessAlpha
1D-2.2%-1.5%-0.6%-1.6%
7D-4.4%+4.2%-8.6%-5.7%
30D-18.2%+3.2%-21.4%-19.2%
3M-17.7%-1.8%-15.9%-17.6%
6M-13.0%-13.5%+0.5%-9.8%
YTD-24.5%+9.7%-34.2%-28.7%
1Y-26.9%+30.0%-56.9%-36.8%
3Y+50.8%+172.6%-121.8%-7.4%
5Y-0.9%+342.9%-343.9%-51.5%
10Y-41.7%+1,099.7%-1,141.4%-80.6%
All-41.7%+1,078.9%-1,120.6%-80.6%

Cumulative growth

Daily Returns

Daily percentage return beside CCJ.

Daily Out/Under-Performance

Portfolio return minus CCJ return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × CCJ 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 CCJ 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