+2,939.8%
EME vs COPX
+200.8%
+2,739.0%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.9% | -3.4% | -2.8% |
| 7D | +2.7% | +6.0% | -3.2% | +0.4% |
| 30D | -6.8% | +6.4% | -13.2% | -9.3% |
| 3M | -8.8% | +19.3% | -28.1% | -15.5% |
| 6M | +5.0% | +16.2% | -11.2% | -2.8% |
| YTD | +23.5% | +33.2% | -9.7% | +7.2% |
| 1Y | +21.3% | +90.2% | -68.9% | -9.1% |
| 3Y | +241.1% | +175.7% | +65.4% | +112.9% |
| 5Y | +549.2% | +193.1% | +356.0% | +277.8% |
| 10Y | +1,306.4% | +619.4% | +687.0% | +413.1% |
| All | +2,939.8% | +200.8% | +2,739.0% | +1,454.8% |
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 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