+353.8%
EMR vs COPX
+198.0%
+155.9%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.1% | -4.5% | -2.3% |
| 7D | +3.1% | +5.8% | -2.7% | +0.5% |
| 30D | -3.5% | +7.2% | -10.7% | -6.7% |
| 3M | +9.8% | +16.5% | -6.7% | +1.6% |
| 6M | +10.8% | +18.4% | -7.7% | +0.7% |
| YTD | +15.9% | +31.9% | -16.0% | -0.7% |
| 1Y | +16.4% | +88.5% | -72.1% | -15.7% |
| 3Y | +62.1% | +173.1% | -111.0% | -4.8% |
| 5Y | +62.9% | +193.1% | -130.2% | -11.3% |
| 10Y | +267.8% | +591.7% | -323.9% | +23.6% |
| All | +353.8% | +198.0% | +155.9% | +107.4% |
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