+236.3%
GDXJ vs CPRT
-8.8%
+245.1%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.7% | +3.1% | +1.8% |
| 7D | +0.9% | -0.4% | +1.3% | +1.0% |
| 30D | +8.8% | +8.2% | +0.6% | +6.7% |
| 3M | +29.8% | +2.3% | +27.5% | +28.7% |
| 6M | -5.8% | -14.7% | +8.9% | -2.2% |
| YTD | +13.6% | -18.2% | +31.8% | +19.0% |
| 1Y | +54.5% | -33.4% | +87.8% | +70.4% |
| 3Y | +301.4% | -28.3% | +329.7% | +323.6% |
| 5Y | +236.3% | -9.8% | +246.2% | +212.3% |
| All | +236.3% | -8.8% | +245.1% | +212.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling