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  • NEM vs CCJ✓SelectedUSD · CCJNEM vs CCJ performance historyLatest closeAs of+1.27%09/09
Stock and ETF performance explorer

NEM vs CCJ

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+157.7%
CCJ return
+347.8%
Excess return
-190.1%
Maximum drawdown
-62.4%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 5y.

Portfolio and benchmark returns by period
PeriodPortfolioCCJExcessAlpha
1D+1.3%-1.5%+2.8%+1.7%
7D+3.1%+4.2%-1.1%+2.0%
30D+10.0%+3.2%+6.8%+9.2%
3M+30.9%-1.8%+32.7%+31.5%
6M+10.5%-13.5%+24.1%+14.1%
YTD+29.7%+9.7%+20.0%+28.1%
1Y+71.1%+30.0%+41.1%+62.8%
3Y+252.1%+172.6%+79.5%+187.8%
5Y+157.7%+342.9%-185.2%+97.9%
All+157.7%+347.8%-190.1%+97.9%

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 5y: 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…

5y analysis · Full analysis span regression · 6 months rolling