+6.1%
CVNA vs GDXJ
+229.9%
-223.9%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.1% | -2.6% | -2.0% |
| 7D | -7.3% | -2.8% | -4.5% | -6.3% |
| 30D | -4.6% | +5.0% | -9.5% | -6.5% |
| 3M | +2.0% | +24.1% | -22.1% | -6.6% |
| 6M | +11.7% | -7.4% | +19.1% | +13.0% |
| YTD | -18.1% | +10.2% | -28.3% | -23.9% |
| 1Y | -2.4% | +42.5% | -44.9% | -19.9% |
| 3Y | +580.6% | +285.7% | +294.9% | +231.1% |
| All | +6.1% | +229.9% | -223.9% | -44.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GDXJ.
Daily Out/Under-Performance
Portfolio return minus GDXJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GDXJ 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 GDXJ 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