Skip to content
BMarker
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
Menu
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
  • RIG vs CCJ✓SelectedUSD · CCJRIG vs CCJ performance historyLatest closeAs of-1.73%09/11
Stock and ETF performance explorer

RIG vs CCJ

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
-42.2%
CCJ return
+1,065.5%
Excess return
-1,107.7%
Maximum drawdown
-95.8%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 10y.

Portfolio and benchmark returns by period
PeriodPortfolioCCJExcessAlpha
1D-1.7%-0.8%-1.0%-1.4%
7D-3.1%-4.0%+1.0%-1.3%
30D-0.5%-2.4%+1.8%-0.2%
3M-6.0%-2.3%-3.7%-6.6%
6M-10.1%-16.2%+6.1%-6.7%
YTD+37.3%+5.7%+31.6%+24.6%
1Y+73.9%+21.3%+52.7%+40.4%
3Y-30.2%+159.4%-189.6%-66.9%
5Y+62.5%+300.7%-238.2%-43.6%
All-42.2%+1,065.5%-1,107.7%-87.7%

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