+3,206.8%
CVNA vs GDXJ
+352.0%
+2,854.8%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.3% | -3.1% | -2.2% |
| 7D | -1.0% | +0.9% | -1.9% | -1.4% |
| 30D | -1.0% | +8.8% | -9.8% | -4.2% |
| 3M | +5.5% | +29.8% | -24.4% | -5.0% |
| 6M | +11.8% | -5.8% | +17.6% | +12.3% |
| YTD | -13.0% | +13.6% | -26.6% | -19.8% |
| 1Y | -2.1% | +54.5% | -56.6% | -21.0% |
| 3Y | +681.6% | +301.4% | +380.2% | +315.3% |
| 5Y | +11.6% | +236.3% | -224.7% | -39.0% |
| All | +3,206.8% | +352.0% | +2,854.8% | +1,486.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling