+220.4%
GDXJ vs CPNG
-49.8%
+270.2%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.1% | -2.0% | +0.5% |
| 7D | -2.8% | -1.1% | -1.7% | -2.6% |
| 30D | +5.0% | -7.4% | +12.3% | +6.4% |
| 3M | +24.1% | -12.3% | +36.4% | +26.6% |
| 6M | -7.4% | -19.4% | +12.1% | -4.7% |
| YTD | +10.2% | -35.9% | +46.1% | +17.4% |
| 1Y | +42.5% | -53.4% | +95.9% | +59.4% |
| 3Y | +285.7% | -20.0% | +305.7% | +288.3% |
| All | +220.4% | -49.8% | +270.2% | +204.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CPNG.
Daily Out/Under-Performance
Portfolio return minus CPNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPNG 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 5y: compounded portfolio wealth divided by compounded CPNG 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…
5y analysis · Full analysis span regression · 6 months rolling