+126.6%
NUE vs CVE
+142.8%
-16.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | -0.1% |
| 7D | -10.6% | -16.1% | +5.6% | -6.3% |
| 30D | -0.6% | -10.4% | +9.8% | +2.1% |
| 3M | -9.7% | -2.4% | -7.4% | -9.8% |
| 6M | +5.1% | -4.4% | +9.5% | +4.9% |
| YTD | +51.4% | +64.9% | -13.5% | +26.4% |
| 1Y | +71.3% | +66.0% | +5.3% | +42.4% |
| 3Y | +66.8% | +57.7% | +9.2% | +36.4% |
| All | +126.6% | +142.8% | -16.1% | +69.5% |
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