+273.0%
EMR vs COPX
+583.8%
-310.8%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.1% | +2.7% | +2.6% |
| 7D | -0.4% | -2.3% | +1.9% | +0.5% |
| 30D | -6.8% | +0.3% | -7.0% | -7.3% |
| 3M | +7.5% | +6.8% | +0.7% | +3.2% |
| 6M | +9.9% | +7.9% | +1.9% | +3.6% |
| YTD | +16.0% | +23.7% | -7.8% | +1.3% |
| 1Y | +12.4% | +71.5% | -59.1% | -16.7% |
| 3Y | +60.2% | +149.1% | -88.9% | -5.6% |
| 5Y | +67.9% | +167.3% | -99.5% | -9.4% |
| All | +273.0% | +583.8% | -310.8% | +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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling