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  • GLW vs CCJ✓SelectedUSD · CCJGLW vs CCJ performance historyLatest closeAs of-3.29%11/10
Stock and ETF performance explorer

GLW vs CCJ

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+1,800.8%
CCJ return
+1,117.9%
Excess return
+682.9%
Maximum drawdown
-99.0%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioCCJExcessAlpha
1D-3.3%-3.3%0.0%-2.4%
7D-11.1%+0.4%-11.5%-11.0%
30D-28.4%-17.2%-11.2%-24.4%
3M-28.8%-25.1%-3.7%-22.6%
6M-39.8%-37.6%-2.2%-30.8%
YTD+28.7%-20.4%+49.1%+39.1%
1Y+27.7%-22.5%+50.2%+39.0%
3Y+331.3%+72.5%+258.9%+260.6%
5Y+233.4%+179.9%+53.6%+131.6%
10Y+521.8%+772.6%-250.8%+175.8%
All+1,800.8%+1,117.9%+682.9%+635.6%

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 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