+310.1%
GDX vs CNP
+142.6%
+167.6%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.4% | +4.0% | +4.3% |
| 7D | +15.6% | -4.3% | +19.9% | +16.8% |
| 30D | +2.4% | +5.7% | -3.3% | +0.6% |
| 3M | +1.7% | +0.9% | +0.8% | +1.2% |
| 6M | -3.3% | -1.1% | -2.3% | -3.6% |
| YTD | +6.6% | +8.3% | -1.6% | +3.4% |
| 1Y | +27.0% | +5.9% | +21.1% | +23.8% |
| 3Y | +243.4% | +64.6% | +178.7% | +194.1% |
| 5Y | +194.2% | +74.6% | +119.6% | +149.2% |
| 10Y | +310.1% | +139.8% | +170.3% | +121.6% |
| All | +310.1% | +142.6% | +167.6% | +121.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CNP.
Daily Out/Under-Performance
Portfolio return minus CNP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNP 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 CNP 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