+231.2%
GDXJ vs CNP
+146.5%
+84.7%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.6% | -1.2% | -0.8% |
| 7D | -8.1% | +1.3% | -9.4% | -8.5% |
| 30D | -5.5% | +3.8% | -9.3% | -7.1% |
| 3M | -14.6% | +2.4% | -16.9% | -15.6% |
| 6M | -23.2% | -1.2% | -22.0% | -23.5% |
| YTD | -13.0% | +9.3% | -22.2% | -17.0% |
| 1Y | +2.8% | +6.4% | -3.7% | -1.0% |
| 3Y | +221.5% | +66.4% | +155.1% | +157.7% |
| 5Y | +123.4% | +75.7% | +47.7% | +75.7% |
| All | +231.2% | +146.5% | +84.7% | +77.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling