+296.1%
GDXJ vs CPRT
-27.3%
+323.4%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.3% | +2.2% | -0.4% |
| 7D | +4.3% | +0.4% | +3.9% | +4.2% |
| 30D | +8.4% | +9.9% | -1.5% | +6.5% |
| 3M | +25.5% | +5.6% | +19.9% | +24.0% |
| 6M | -6.3% | -13.6% | +7.3% | -3.6% |
| YTD | +12.1% | -16.7% | +28.8% | +16.1% |
| 1Y | +51.1% | -33.1% | +84.2% | +63.2% |
| 3Y | +296.1% | -27.1% | +323.1% | +311.6% |
| All | +296.1% | -27.3% | +323.4% | +311.6% |
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