+243.4%
GDX vs CVE
+67.9%
+175.5%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.5% | +3.9% | +4.4% |
| 7D | +15.6% | -10.1% | +25.6% | +16.6% |
| 30D | +2.4% | -12.1% | +14.5% | +3.5% |
| 3M | +1.7% | -1.9% | +3.6% | +1.2% |
| 6M | -3.3% | -1.8% | -1.5% | -4.2% |
| YTD | +6.6% | +65.8% | -59.2% | -6.6% |
| 1Y | +27.0% | +60.8% | -33.9% | +11.9% |
| 3Y | +243.4% | +70.1% | +173.2% | +182.1% |
| All | +243.4% | +67.9% | +175.5% | +182.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling