+361.5%
CPRT vs BHP
+333.8%
+27.7%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.3% | +0.7% | -0.2% |
| 7D | -0.4% | -0.5% | +0.1% | -0.3% |
| 30D | +21.2% | -4.5% | +25.7% | +22.5% |
| 3M | +8.3% | -6.9% | +15.2% | +10.0% |
| 6M | -3.4% | -10.6% | +7.2% | -1.5% |
| YTD | -18.7% | +37.2% | -55.9% | -27.9% |
| 1Y | -23.5% | +48.0% | -71.6% | -33.9% |
| 3Y | -34.2% | +52.6% | -86.7% | -44.9% |
| 5Y | -18.2% | +116.5% | -134.7% | -41.8% |
| All | +361.5% | +333.8% | +27.7% | +146.8% |
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