+212.7%
GDX vs CNP
+64.0%
+148.8%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.6% | -0.8% | -0.4% |
| 7D | -6.8% | +1.3% | -8.1% | -7.1% |
| 30D | -2.1% | +3.8% | -5.9% | -3.4% |
| 3M | -7.5% | +2.4% | -9.9% | -8.5% |
| 6M | -15.2% | -1.2% | -14.0% | -15.5% |
| YTD | -4.8% | +9.3% | -14.1% | -9.4% |
| 1Y | +6.7% | +6.4% | +0.3% | +2.7% |
| 3Y | +212.7% | +66.4% | +146.4% | +127.3% |
| All | +212.7% | +64.0% | +148.8% | +127.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling