+374.9%
CPRT vs BHP
+496.8%
-121.9%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.2% | -2.4% | -2.5% |
| 7D | -11.2% | -3.6% | -7.6% | -10.3% |
| 30D | +3.3% | -1.2% | +4.5% | +3.6% |
| 3M | -3.6% | +1.2% | -4.8% | -4.4% |
| 6M | -15.8% | +21.4% | -37.2% | -21.5% |
| YTD | -23.5% | +50.4% | -73.9% | -33.7% |
| 1Y | -38.8% | +67.5% | -106.3% | -48.9% |
| 3Y | -33.4% | +72.8% | -106.3% | -46.2% |
| 5Y | -16.4% | +112.6% | -129.0% | -39.5% |
| All | +374.9% | +496.8% | -121.9% | +129.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BHP.
Daily Out/Under-Performance
Portfolio return minus BHP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BHP 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 BHP 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