-23.2%
GDXJ vs CNP
-0.4%
-22.8%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.6% | -1.2% | -0.4% |
| 7D | -8.1% | +1.3% | -9.4% | -7.6% |
| 30D | -5.5% | +3.8% | -9.3% | -5.2% |
| 3M | -14.6% | +2.4% | -16.9% | -15.5% |
| 6M | -23.2% | -1.2% | -22.0% | -24.0% |
| All | -23.2% | -0.4% | -22.8% | -24.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling