+158.1%
GDXJ vs CVE
+142.8%
+15.3%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.6% | +3.4% | +2.9% |
| 7D | +13.4% | -16.1% | +29.6% | +17.6% |
| 30D | -1.3% | -10.4% | +9.1% | +0.6% |
| 3M | -1.5% | -2.4% | +0.9% | -2.0% |
| 6M | -12.2% | -4.4% | -7.8% | -12.8% |
| YTD | -5.3% | +64.9% | -70.3% | -20.4% |
| 1Y | +22.0% | +66.0% | -44.0% | +2.2% |
| 3Y | +224.9% | +57.7% | +167.3% | +168.9% |
| All | +158.1% | +142.8% | +15.3% | +88.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling