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  • CME vs CCJ✓SelectedUSD · CCJCME vs CCJ performance historyLatest closeAs of-0.81%09/09
Stock and ETF performance explorer

CME vs CCJ

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+280.6%
CCJ return
+1,078.9%
Excess return
-798.3%
Maximum drawdown
-37.4%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 10y.

Portfolio and benchmark returns by period
PeriodPortfolioCCJExcessAlpha
1D-0.8%-1.5%+0.7%-0.7%
7D-0.6%+4.2%-4.8%-1.0%
30D+4.7%+3.2%+1.5%+4.3%
3M+7.8%-1.8%+9.7%+7.7%
6M-11.0%-13.5%+2.6%-10.5%
YTD+4.0%+9.7%-5.7%+2.1%
1Y+9.1%+30.0%-20.9%+4.7%
3Y+52.3%+172.6%-120.3%+30.9%
5Y+76.1%+342.9%-266.8%+37.1%
10Y+280.6%+1,099.7%-819.1%+116.6%
All+280.6%+1,078.9%-798.3%+116.6%

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