+228.9%
GDX vs CVE
+317.2%
-88.4%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.3% | -0.9% | -2.0% |
| 7D | -0.4% | +2.5% | -2.9% | -0.9% |
| 30D | +18.6% | +16.7% | +1.9% | +15.2% |
| 3M | +14.9% | +9.3% | +5.6% | +12.6% |
| 6M | -6.3% | +43.6% | -49.9% | -14.1% |
| YTD | +15.7% | +93.6% | -77.9% | -0.7% |
| 1Y | +54.8% | +98.8% | -43.9% | +31.7% |
| 3Y | +253.4% | +73.6% | +179.8% | +203.1% |
| All | +228.9% | +317.2% | -88.4% | +145.4% |
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