+59.7%
GDXJ vs CVE
+99.6%
-39.9%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.3% | -1.2% | -2.6% |
| 7D | +0.2% | +2.5% | -2.3% | +0.4% |
| 30D | +17.9% | +16.7% | +1.1% | +18.9% |
| 3M | +15.3% | +9.3% | +6.0% | +16.8% |
| 6M | -9.4% | +43.6% | -53.0% | -13.1% |
| YTD | +13.4% | +93.6% | -80.2% | +5.5% |
| 1Y | +59.7% | +98.8% | -39.1% | +51.9% |
| All | +59.7% | +99.6% | -39.9% | +51.9% |
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