+211.3%
GDX vs CPRT
-30.7%
+242.0%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.6% | +3.8% | +2.5% |
| 7D | +13.6% | +6.0% | +7.6% | +12.5% |
| 30D | +2.5% | +20.0% | -17.5% | -0.8% |
| 3M | +4.4% | +10.1% | -5.7% | +2.8% |
| 6M | -5.2% | -4.3% | -0.9% | -4.6% |
| YTD | +2.1% | -18.4% | +20.5% | +5.4% |
| 1Y | +24.7% | -20.1% | +44.8% | +29.0% |
| 3Y | +211.3% | -30.4% | +241.7% | +221.0% |
| All | +211.3% | -30.7% | +242.0% | +221.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling