+189.5%
GDX vs CPRT
+1,977.6%
-1,788.2%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +1.6% | +2.8% | +4.0% |
| 7D | +15.6% | +1.6% | +13.9% | +15.2% |
| 30D | +2.4% | +18.8% | -16.3% | -1.7% |
| 3M | +1.7% | +9.4% | -7.7% | -0.6% |
| 6M | -3.3% | -4.4% | +1.1% | -3.0% |
| YTD | +6.6% | -17.1% | +23.7% | +10.4% |
| 1Y | +27.0% | -19.9% | +46.9% | +32.4% |
| 3Y | +243.4% | -30.5% | +273.9% | +265.2% |
| 5Y | +194.2% | -15.9% | +210.1% | +193.9% |
| 10Y | +310.1% | +386.7% | -76.5% | +145.5% |
| All | +189.5% | +1,977.6% | -1,788.2% | -10.6% |
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