+14.7%
GDX vs CVE
+59.5%
-44.8%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.3% | -5.7% | -5.4% |
| 7D | +11.5% | -10.0% | +21.4% | +10.2% |
| 30D | -3.1% | -11.9% | +8.7% | -4.3% |
| 3M | -4.4% | -5.9% | +1.5% | -5.2% |
| 6M | -8.6% | -1.6% | -7.0% | -8.8% |
| YTD | +0.8% | +66.3% | -65.4% | -9.0% |
| 1Y | +14.7% | +57.5% | -42.9% | +4.7% |
| All | +14.7% | +59.5% | -44.8% | +4.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling