+215.1%
GDXJ vs CPRT
+380.0%
-164.9%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.6% | +3.7% | +1.7% |
| 7D | -2.8% | -11.2% | +8.4% | +0.1% |
| 30D | +5.0% | +3.3% | +1.6% | +4.2% |
| 3M | +24.1% | -3.6% | +27.6% | +24.8% |
| 6M | -7.4% | -15.8% | +8.4% | -3.8% |
| YTD | +10.2% | -23.5% | +33.7% | +17.1% |
| 1Y | +42.5% | -38.8% | +81.3% | +59.5% |
| 3Y | +285.7% | -33.4% | +319.2% | +316.6% |
| 5Y | +231.9% | -16.4% | +248.2% | +230.7% |
| All | +215.1% | +380.0% | -164.9% | +148.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling