+79.5%
GDXJ vs CPRT
+1,510.5%
-1,431.0%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.4% | -2.9% | -2.6% |
| 7D | +0.2% | +2.2% | -2.0% | -0.4% |
| 30D | +17.9% | +16.6% | +1.2% | +13.2% |
| 3M | +15.3% | +9.6% | +5.7% | +12.0% |
| 6M | -9.4% | -11.1% | +1.7% | -7.0% |
| YTD | +13.4% | -13.9% | +27.3% | +17.2% |
| 1Y | +59.7% | -32.5% | +92.2% | +75.7% |
| 3Y | +283.6% | -25.0% | +308.6% | +304.1% |
| 5Y | +217.6% | -7.4% | +225.0% | +209.4% |
| 10Y | +225.7% | +422.0% | -196.3% | +93.8% |
| All | +79.5% | +1,510.5% | -1,431.0% | -38.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling