+434.6%
NUE vs CVE
+136.7%
+297.9%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.5% | +1.2% | +1.6% |
| 7D | -10.2% | -10.1% | -0.2% | -7.6% |
| 30D | -0.4% | -12.1% | +11.7% | +2.9% |
| 3M | -8.4% | -1.9% | -6.5% | -8.4% |
| 6M | +10.1% | -1.8% | +11.9% | +9.2% |
| YTD | +54.1% | +65.8% | -11.7% | +30.4% |
| 1Y | +74.7% | +60.8% | +13.9% | +48.9% |
| 3Y | +72.0% | +70.1% | +1.8% | +41.4% |
| 5Y | +136.4% | +134.8% | +1.6% | +70.6% |
| 10Y | +434.6% | +130.1% | +304.5% | +188.8% |
| All | +434.6% | +136.7% | +297.9% | +188.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling