+126.4%
EEM vs COPX
+200.8%
-74.4%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.9% | -1.5% | -0.9% |
| 7D | +2.0% | +6.0% | -4.0% | -0.7% |
| 30D | +5.1% | +6.4% | -1.4% | +1.9% |
| 3M | +4.6% | +19.3% | -14.7% | -4.2% |
| 6M | +17.8% | +16.2% | +1.5% | +8.2% |
| YTD | +25.8% | +33.2% | -7.3% | +7.4% |
| 1Y | +36.4% | +90.2% | -53.8% | -2.0% |
| 3Y | +90.0% | +175.7% | -85.7% | +10.5% |
| 5Y | +46.6% | +193.1% | -146.5% | -20.5% |
| 10Y | +132.3% | +619.4% | -487.2% | -26.7% |
| All | +126.4% | +200.8% | -74.4% | +6.7% |
Cumulative growth
Daily Returns
Daily percentage return beside COPX.
Daily Out/Under-Performance
Portfolio return minus COPX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COPX 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 all: compounded portfolio wealth divided by compounded COPX 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…
all analysis · Full analysis span regression · 6 months rolling