+221.5%
GDXJ vs CPRT
-34.3%
+255.8%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.5% |
| 7D | -8.1% | -0.4% | -7.7% | -8.0% |
| 30D | -5.5% | +21.2% | -26.6% | -9.1% |
| 3M | -14.6% | +8.3% | -22.9% | -15.9% |
| 6M | -23.2% | -3.4% | -19.8% | -22.7% |
| YTD | -13.0% | -18.7% | +5.7% | -9.2% |
| 1Y | +2.8% | -23.5% | +26.3% | +8.4% |
| 3Y | +221.5% | -34.2% | +255.6% | +231.0% |
| All | +221.5% | -34.3% | +255.8% | +231.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling