+349.2%
GDX vs CVE
+144.4%
+204.7%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.7% | -4.2% | -1.7% |
| 7D | +0.7% | +0.1% | +0.7% | +0.7% |
| 30D | -3.8% | -10.8% | +7.1% | -2.9% |
| 3M | -5.4% | -4.3% | -1.1% | -5.3% |
| 6M | -12.7% | -1.5% | -11.2% | -13.1% |
| YTD | -0.7% | +70.7% | -71.4% | -7.0% |
| 1Y | +11.9% | +58.1% | -46.2% | +5.5% |
| 3Y | +223.9% | +69.8% | +154.0% | +200.3% |
| 5Y | +163.2% | +148.9% | +14.3% | +135.9% |
| 10Y | +349.2% | +143.5% | +205.6% | +297.2% |
| All | +349.2% | +144.4% | +204.7% | +297.2% |
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