+48.8%
NU vs CVE
+187.5%
-138.7%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.3% | -0.7% | -1.7% |
| 7D | +7.5% | +2.5% | +5.0% | +6.9% |
| 30D | +6.1% | +16.7% | -10.6% | +2.4% |
| 3M | +26.8% | +9.3% | +17.5% | +23.7% |
| 6M | +2.5% | +43.6% | -41.1% | -8.0% |
| YTD | -8.2% | +93.6% | -101.8% | -24.5% |
| 1Y | +3.4% | +98.8% | -95.4% | -15.9% |
| 3Y | +116.2% | +73.6% | +42.6% | +76.8% |
| All | +48.8% | +187.5% | -138.7% | -11.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling