+214.2%
GDX vs CPRT
+2,058.9%
-1,844.8%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.4% | -2.6% | -2.3% |
| 7D | -0.4% | +2.2% | -2.6% | -0.9% |
| 30D | +18.6% | +16.6% | +2.0% | +14.5% |
| 3M | +14.9% | +9.6% | +5.3% | +12.1% |
| 6M | -6.3% | -11.1% | +4.9% | -4.1% |
| YTD | +15.7% | -13.9% | +29.6% | +19.1% |
| 1Y | +54.8% | -32.5% | +87.4% | +68.3% |
| 3Y | +253.4% | -25.0% | +278.5% | +269.9% |
| 5Y | +219.7% | -7.4% | +227.0% | +212.3% |
| 10Y | +300.2% | +422.0% | -121.8% | +135.9% |
| All | +214.2% | +2,058.9% | -1,844.8% | -3.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling