+79.5%
GDXJ vs CNP
+470.4%
-390.9%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.8% | -1.7% | -2.2% |
| 7D | +0.2% | +1.1% | -0.9% | -0.3% |
| 30D | +17.9% | -1.8% | +19.7% | +18.7% |
| 3M | +15.3% | -4.6% | +20.0% | +17.0% |
| 6M | -9.4% | -8.8% | -0.6% | -6.5% |
| YTD | +13.4% | +5.2% | +8.2% | +9.6% |
| 1Y | +59.7% | +8.3% | +51.3% | +52.2% |
| 3Y | +283.6% | +54.9% | +228.7% | +208.0% |
| 5Y | +217.6% | +73.5% | +144.1% | +141.6% |
| 10Y | +225.7% | +139.1% | +86.5% | +89.8% |
| All | +79.5% | +470.4% | -390.9% | -49.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling