+211.8%
GDXJ vs CVE
+170.0%
+41.8%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.5% | -3.7% | -1.5% |
| 7D | +4.3% | +0.2% | +4.1% | +4.3% |
| 30D | +8.4% | +17.5% | -9.1% | +5.8% |
| 3M | +25.5% | +16.2% | +9.3% | +22.3% |
| 6M | -6.3% | +47.8% | -54.1% | -12.6% |
| YTD | +12.1% | +98.5% | -86.4% | 0.0% |
| 1Y | +51.1% | +109.8% | -58.7% | +33.4% |
| 3Y | +296.1% | +75.5% | +220.6% | +254.4% |
| 5Y | +228.1% | +341.6% | -113.5% | +162.0% |
| 10Y | +211.8% | +159.8% | +52.0% | +158.5% |
| All | +211.8% | +170.0% | +41.8% | +158.5% |
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