+94.3%
EMB vs COPX
+200.8%
-106.5%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.1% | -0.3% |
| 7D | 0.0% | +6.0% | -6.0% | -0.6% |
| 30D | -0.3% | +6.4% | -6.7% | -1.0% |
| 3M | -0.3% | +19.3% | -19.6% | -2.5% |
| 6M | +0.7% | +16.2% | -15.5% | -1.6% |
| YTD | +1.3% | +33.2% | -31.9% | -2.9% |
| 1Y | +4.7% | +90.2% | -85.5% | -3.9% |
| 3Y | +30.1% | +175.7% | -145.6% | +13.0% |
| 5Y | +6.9% | +193.1% | -186.3% | -8.9% |
| 10Y | +30.7% | +619.4% | -588.7% | -2.6% |
| All | +94.3% | +200.8% | -106.5% | +56.1% |
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