+29.6%
EMB vs COPX
+583.8%
-554.2%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | -0.1% |
| 7D | -1.2% | -2.3% | +1.2% | -0.9% |
| 30D | -1.3% | +0.3% | -1.5% | -1.4% |
| 3M | -1.8% | +6.8% | -8.6% | -2.9% |
| 6M | +0.2% | +7.9% | -7.8% | -1.6% |
| YTD | +0.4% | +23.7% | -23.4% | -3.6% |
| 1Y | +2.8% | +71.5% | -68.7% | -5.7% |
| 3Y | +29.1% | +149.1% | -120.0% | +10.7% |
| 5Y | +6.3% | +167.3% | -161.1% | -11.3% |
| All | +29.6% | +583.8% | -554.2% | -10.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling