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  • CRM vs CCJ✓SelectedUSD · CCJCRM vs CCJ performance historyLatest closeAs of+1.94%09/11
Stock and ETF performance explorer

CRM vs CCJ

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+5,760.6%
CCJ return
+1,189.5%
Excess return
+4,571.1%
Maximum drawdown
-70.5%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioCCJExcessAlpha
1D+1.9%-0.8%+2.7%+2.1%
7D-4.4%-4.0%-0.4%-3.4%
30D+28.1%-2.4%+30.5%+28.5%
3M+48.8%-2.3%+51.1%+48.3%
6M+28.3%-16.2%+44.5%+31.2%
YTD-6.0%+5.7%-11.7%-11.2%
1Y+1.4%+21.3%-19.8%-9.7%
3Y+11.8%+159.4%-147.5%-24.6%
5Y-2.0%+300.7%-302.7%-44.9%
10Y+239.6%+1,055.2%-815.5%+15.7%
All+5,760.6%+1,189.5%+4,571.1%+1,149.0%

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 all: 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…

all analysis · Full analysis span regression · 6 months rolling