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  • TSM vs CCJ✓SelectedUSD · CCJTSM vs CCJ performance historyLatest closeAs of-0.83%09/09
Stock and ETF performance explorer

TSM vs CCJ

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+1,815.4%
CCJ return
+1,078.9%
Excess return
+736.5%
Maximum drawdown
-56.5%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 10y.

Portfolio and benchmark returns by period
PeriodPortfolioCCJExcessAlpha
1D-0.8%-1.5%+0.7%-0.5%
7D+4.8%+4.2%+0.6%+3.7%
30D+4.0%+3.2%+0.9%+3.1%
3M+2.0%-1.8%+3.8%+2.2%
6M+25.5%-13.5%+39.0%+29.1%
YTD+44.0%+9.7%+34.3%+39.9%
1Y+75.4%+30.0%+45.4%+62.4%
3Y+406.7%+172.6%+234.1%+293.6%
5Y+285.0%+342.9%-58.0%+164.3%
10Y+1,815.4%+1,099.7%+715.6%+1,042.8%
All+1,815.4%+1,078.9%+736.5%+1,042.8%

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