+6.3%
EMB vs COPX
+167.3%
-160.9%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -7.0% | +6.2% | 0.0% |
| 7D | -1.1% | -2.9% | +1.8% | -0.8% |
| 30D | -1.1% | 0.0% | -1.1% | -1.2% |
| 3M | -0.8% | +14.8% | -15.6% | -2.6% |
| 6M | -0.1% | +7.0% | -7.1% | -1.6% |
| YTD | +0.4% | +23.8% | -23.4% | -3.3% |
| 1Y | +3.3% | +75.7% | -72.4% | -5.2% |
| 3Y | +29.0% | +156.4% | -127.4% | +10.2% |
| 5Y | +6.3% | +167.6% | -161.2% | -11.6% |
| All | +6.3% | +167.3% | -160.9% | -11.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling