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  • FSLR vs CCJ✓SelectedUSD · CCJFSLR vs CCJ performance historyLatest closeAs of-4.76%09/09
Stock and ETF performance explorer

FSLR vs CCJ

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+447.0%
CCJ return
+1,078.9%
Excess return
-631.9%
Maximum drawdown
-61.3%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 2016-09-09 to 2026-09-09.

Portfolio and benchmark returns by period
PeriodPortfolioCCJExcessAlpha
1D-4.8%-1.5%-3.2%-4.4%
7D+0.2%+4.2%-3.9%-0.8%
30D-15.1%+3.2%-18.3%-16.0%
3M-22.5%-1.8%-20.7%-22.3%
6M+4.0%-13.5%+17.5%+7.3%
YTD-22.3%+9.7%-32.0%-24.9%
1Y0.0%+30.0%-30.0%-8.9%
3Y+10.9%+172.6%-161.7%-19.8%
5Y+105.4%+342.9%-237.6%+26.6%
10Y+447.0%+1,099.7%-652.7%+149.9%
All+447.0%+1,078.9%-631.9%+149.9%

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 2016-09-09 to 2026-09-09: 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…

2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling