+0.5%
GDXJ vs CVE
+61.2%
-60.7%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +1.7% | -6.4% | -4.4% |
| 7D | -4.9% | +4.6% | -9.6% | -4.3% |
| 30D | -10.0% | -12.0% | +2.0% | -11.0% |
| 3M | -16.6% | -3.8% | -12.8% | -16.9% |
| 6M | -23.3% | -2.7% | -20.6% | -22.8% |
| YTD | -12.4% | +73.6% | -86.0% | -20.5% |
| 1Y | +0.5% | +62.0% | -61.5% | -7.1% |
| All | +0.5% | +61.2% | -60.7% | -7.1% |
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