+5.0%
EME vs COPX
+23.4%
-18.4%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.9% | -3.4% | -2.8% |
| 7D | +2.7% | +6.0% | -3.2% | +0.3% |
| 30D | -6.8% | +6.4% | -13.2% | -9.4% |
| 3M | -8.8% | +19.3% | -28.1% | -16.1% |
| 6M | +5.0% | +16.2% | -11.2% | -4.8% |
| All | +5.0% | +23.4% | -18.4% | -4.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling