+436.0%
NUE vs CVE
+132.7%
+303.3%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.3% | +2.6% | +2.8% |
| 7D | -6.2% | -10.0% | +3.8% | -3.5% |
| 30D | +2.5% | -11.9% | +14.3% | +5.8% |
| 3M | -6.4% | -5.9% | -0.4% | -5.3% |
| 6M | +13.3% | -1.6% | +14.8% | +12.3% |
| YTD | +58.5% | +66.3% | -7.7% | +34.0% |
| 1Y | +81.9% | +57.5% | +24.4% | +56.0% |
| 3Y | +75.3% | +65.4% | +9.8% | +45.2% |
| 5Y | +149.9% | +144.2% | +5.8% | +78.4% |
| 10Y | +436.0% | +135.5% | +300.5% | +189.9% |
| All | +436.0% | +132.7% | +303.3% | +189.9% |
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 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