+145.0%
NUE vs CVE
+317.2%
-172.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.3% | +0.8% | -0.2% |
| 7D | +4.2% | +2.5% | +1.7% | +3.5% |
| 30D | -5.0% | +16.7% | -21.7% | -9.3% |
| 3M | -0.2% | +9.3% | -9.5% | -3.4% |
| 6M | +49.1% | +43.6% | +5.5% | +31.6% |
| YTD | +61.0% | +93.6% | -32.6% | +28.7% |
| 1Y | +82.5% | +98.8% | -16.2% | +44.0% |
| 3Y | +57.9% | +73.6% | -15.7% | +25.7% |
| All | +145.0% | +317.2% | -172.2% | +37.2% |
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