+45.4%
GDXJ vs CPRT
+1,436.5%
-1,391.1%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.4% | -1.3% | -1.6% |
| 7D | +0.3% | -1.4% | +1.6% | +0.6% |
| 30D | -7.4% | +21.5% | -28.9% | -12.1% |
| 3M | -11.9% | +9.4% | -21.3% | -14.2% |
| 6M | -19.3% | -3.3% | -16.0% | -19.3% |
| YTD | -8.1% | -17.8% | +9.7% | -4.2% |
| 1Y | +9.1% | -22.2% | +31.2% | +15.3% |
| 3Y | +236.2% | -34.0% | +270.2% | +266.1% |
| 5Y | +136.3% | -15.4% | +151.8% | +135.6% |
| 10Y | +256.9% | +376.0% | -119.1% | +117.5% |
| All | +45.4% | +1,436.5% | -1,391.1% | -50.0% |
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 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