+59.7%
GDXJ vs CTVA
+22.4%
+37.2%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.9% | -1.6% | -2.3% |
| 7D | +0.2% | +4.9% | -4.8% | -0.9% |
| 30D | +17.9% | +11.9% | +5.9% | +14.8% |
| 3M | +15.3% | +13.7% | +1.6% | +11.0% |
| 6M | -9.4% | +13.1% | -22.6% | -13.2% |
| YTD | +13.4% | +32.0% | -18.6% | +7.1% |
| 1Y | +59.7% | +22.1% | +37.6% | +50.0% |
| All | +59.7% | +22.4% | +37.2% | +50.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CTVA.
Daily Out/Under-Performance
Portfolio return minus CTVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTVA 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 CTVA 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