+47.4%
GDX vs CPRT
-33.0%
+80.4%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.3% | +2.5% | -0.2% |
| 7D | +4.0% | +0.4% | +3.6% | +3.9% |
| 30D | +9.5% | +9.9% | -0.4% | +8.2% |
| 3M | +25.1% | +5.6% | +19.5% | +24.3% |
| 6M | -2.9% | -13.6% | +10.7% | -0.9% |
| YTD | +14.7% | -16.7% | +31.5% | +17.2% |
| 1Y | +47.4% | -33.1% | +80.5% | +54.1% |
| All | +47.4% | -33.0% | +80.4% | +54.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CPRT.
Daily Out/Under-Performance
Portfolio return minus CPRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPRT 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 1y: compounded portfolio wealth divided by compounded CPRT 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…
1y analysis · Full analysis span regression · 6 months rolling