+224.9%
GDXJ vs CVE
+53.7%
+171.2%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.6% | +3.4% | +2.9% |
| 7D | +13.4% | -16.1% | +29.6% | +16.0% |
| 30D | -1.3% | -10.4% | +9.1% | -0.2% |
| 3M | -1.5% | -2.4% | +0.9% | -2.1% |
| 6M | -12.2% | -4.4% | -7.8% | -12.8% |
| YTD | -5.3% | +64.9% | -70.3% | -19.8% |
| 1Y | +22.0% | +66.0% | -44.0% | +3.0% |
| 3Y | +224.9% | +57.7% | +167.3% | +168.3% |
| All | +224.9% | +53.7% | +171.2% | +168.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling