+180.6%
GDX vs CVE
+148.3%
+32.3%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.7% | +4.1% | +1.8% |
| 7D | +5.4% | -14.1% | +19.5% | +7.9% |
| 30D | -2.8% | -11.6% | +8.8% | -1.1% |
| 3M | +2.5% | 0.0% | +2.4% | +1.6% |
| 6M | -0.1% | -8.4% | +8.3% | +0.2% |
| YTD | 0.0% | +65.9% | -65.9% | -12.6% |
| 1Y | +22.2% | +69.4% | -47.2% | +6.2% |
| 3Y | +201.4% | +55.9% | +145.5% | +160.8% |
| 5Y | +180.6% | +146.2% | +34.5% | +122.4% |
| All | +180.6% | +148.3% | +32.3% | +122.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling