+16.6%
EMR vs COPX
+84.7%
-68.1%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.6% | +2.4% | +2.0% |
| 7D | -1.5% | -4.0% | +2.5% | -0.1% |
| 30D | -5.6% | +4.5% | -10.2% | -7.3% |
| 3M | +7.9% | +0.8% | +7.1% | +6.8% |
| 6M | +6.0% | +3.2% | +2.8% | +2.2% |
| YTD | +16.4% | +26.7% | -10.3% | +3.3% |
| 1Y | +16.6% | +85.7% | -69.1% | -10.1% |
| All | +16.6% | +84.7% | -68.1% | -10.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling