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  • XOM vs CCJ✓SelectedUSD · CCJXOM vs CCJ performance historyLatest closeAs of+0.75%09/08
Stock and ETF performance explorer

XOM vs CCJ

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+1,933.3%
CCJ return
+1,604.2%
Excess return
+329.1%
Maximum drawdown
-62.4%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 1990-01-01 to 2026-09-08.

Portfolio and benchmark returns by period
PeriodPortfolioCCJExcessAlpha
1D+0.7%+1.2%-0.5%+0.5%
7D-2.4%+5.9%-8.3%-3.6%
30D+5.7%+4.7%+1.0%+4.3%
3M+6.6%-3.3%+9.8%+6.4%
6M+7.7%-7.0%+14.7%+6.9%
YTD+36.2%+11.5%+24.7%+28.8%
1Y+50.5%+32.3%+18.2%+34.6%
3Y+53.4%+176.8%-123.5%+9.1%
5Y+254.2%+351.8%-97.6%+113.2%
10Y+177.9%+1,080.5%-902.6%+20.0%
All+1,933.3%+1,604.2%+329.1%+707.6%

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 1990-01-01 to 2026-09-08: 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…

1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling