Skip to content
BMarker
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
Menu
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
  • CMI vs CCJ✓SelectedUSD · CCJCMI vs CCJ performance historyLatest closeAs of+1.22%09/11
Stock and ETF performance explorer

CMI vs CCJ

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+503.2%
CCJ return
+1,065.5%
Excess return
-562.3%
Maximum drawdown
-44.1%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 10y.

Portfolio and benchmark returns by period
PeriodPortfolioCCJExcessAlpha
1D+1.2%-0.8%+2.0%+1.4%
7D-0.7%-4.0%+3.3%0.0%
30D-12.4%-2.4%-10.0%-12.1%
3M-14.8%-2.3%-12.5%-14.6%
6M+0.8%-16.2%+17.0%+3.5%
YTD+10.2%+5.7%+4.5%+8.7%
1Y+37.4%+21.3%+16.2%+31.1%
3Y+153.3%+159.4%-6.1%+106.4%
5Y+167.6%+300.7%-133.1%+95.7%
All+503.2%+1,065.5%-562.3%+252.9%

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