+28.0%
NU vs CVE
+159.5%
-131.5%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | +0.7% | +11.1% | +11.6% |
| 7D | +9.9% | +5.9% | +4.0% | +8.6% |
| 30D | -11.5% | -10.9% | -0.6% | -9.6% |
| 3M | -5.1% | -4.5% | -0.6% | -4.9% |
| 6M | +3.1% | -1.0% | +4.1% | +1.8% |
| YTD | -21.0% | +74.7% | -95.8% | -34.0% |
| 1Y | -15.2% | +65.8% | -81.0% | -28.2% |
| 3Y | +56.4% | +73.2% | -16.7% | +27.2% |
| All | +28.0% | +159.5% | -131.5% | -22.8% |
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 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