+301.2%
GDX vs CVE
+136.1%
+165.0%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.6% | +2.7% | +2.2% |
| 7D | +13.6% | -16.1% | +29.8% | +15.4% |
| 30D | +2.5% | -10.4% | +12.9% | +3.4% |
| 3M | +4.4% | -2.4% | +6.8% | +4.3% |
| 6M | -5.2% | -4.4% | -0.8% | -5.4% |
| YTD | +2.1% | +64.9% | -62.8% | -4.1% |
| 1Y | +24.7% | +66.0% | -41.3% | +16.9% |
| 3Y | +211.3% | +57.7% | +153.6% | +190.3% |
| 5Y | +186.7% | +144.7% | +41.9% | +157.1% |
| All | +301.2% | +136.1% | +165.0% | +255.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CVE.
Daily Out/Under-Performance
Portfolio return minus CVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CVE 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 10y: compounded portfolio wealth divided by compounded CVE 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…
10y analysis · Full analysis span regression · 6 months rolling