+228.5%
GDXJ vs CVE
+136.7%
+91.9%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.5% | +4.4% | +4.9% |
| 7D | +16.4% | -10.1% | +26.4% | +17.9% |
| 30D | -1.2% | -12.1% | +10.9% | +0.3% |
| 3M | -3.9% | -1.9% | -2.0% | -4.1% |
| 6M | -10.2% | -1.8% | -8.3% | -10.7% |
| YTD | -0.6% | +65.8% | -66.4% | -9.3% |
| 1Y | +24.3% | +60.8% | -36.5% | +13.9% |
| 3Y | +257.4% | +70.1% | +187.3% | +220.8% |
| 5Y | +166.5% | +134.8% | +31.7% | +128.7% |
| 10Y | +228.5% | +130.1% | +98.4% | +168.8% |
| All | +228.5% | +136.7% | +91.9% | +168.8% |
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