+16.5%
NU vs CVE
+144.9%
-128.5%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.6% | +3.0% | +2.6% |
| 7D | +3.6% | -16.1% | +19.7% | +7.2% |
| 30D | -22.8% | -10.4% | -12.4% | -21.4% |
| 3M | -14.8% | -2.4% | -12.4% | -15.1% |
| 6M | -16.9% | -4.4% | -12.5% | -17.5% |
| YTD | -28.1% | +64.9% | -93.1% | -39.3% |
| 1Y | -24.5% | +66.0% | -90.6% | -36.5% |
| 3Y | +44.8% | +57.7% | -12.9% | +20.0% |
| All | +16.5% | +144.9% | -128.5% | -28.9% |
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