+549.5%
NUE vs CVE
+170.0%
+379.5%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.5% | -4.3% | -2.5% |
| 7D | +1.8% | +0.2% | +1.6% | +1.7% |
| 30D | -6.0% | +17.5% | -23.4% | -10.3% |
| 3M | +1.4% | +16.2% | -14.8% | -3.4% |
| 6M | +52.8% | +47.8% | +5.1% | +34.8% |
| YTD | +58.1% | +98.5% | -40.4% | +27.7% |
| 1Y | +80.4% | +109.8% | -29.4% | +42.9% |
| 3Y | +62.3% | +75.5% | -13.2% | +32.4% |
| 5Y | +146.2% | +341.6% | -195.4% | +49.2% |
| 10Y | +549.5% | +159.8% | +389.7% | +249.6% |
| All | +549.5% | +170.0% | +379.5% | +249.6% |
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 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