+233.2%
GDXJ vs CVE
+147.6%
+85.6%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +1.7% | -6.4% | -4.9% |
| 7D | -4.9% | +4.6% | -9.6% | -5.5% |
| 30D | -10.0% | -12.0% | +2.0% | -8.6% |
| 3M | -16.6% | -3.8% | -12.8% | -16.6% |
| 6M | -23.3% | -2.7% | -20.6% | -23.7% |
| YTD | -12.4% | +73.6% | -86.0% | -20.6% |
| 1Y | +0.5% | +62.0% | -61.5% | -7.9% |
| 3Y | +220.5% | +72.7% | +147.8% | +187.3% |
| 5Y | +124.7% | +153.9% | -29.2% | +91.3% |
| All | +233.2% | +147.6% | +85.6% | +169.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling