+363.9%
CPRT vs BHP
+339.3%
+24.6%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.9% | +1.4% | 0.0% |
| 7D | -1.5% | +2.5% | -3.9% | -2.2% |
| 30D | +21.4% | -5.2% | +26.6% | +22.9% |
| 3M | +10.4% | -8.7% | +19.1% | +12.7% |
| 6M | -4.3% | -6.9% | +2.5% | -3.6% |
| YTD | -18.3% | +39.0% | -57.2% | -27.8% |
| 1Y | -22.5% | +48.9% | -71.4% | -33.1% |
| 3Y | -34.3% | +55.4% | -89.7% | -45.3% |
| 5Y | -17.8% | +119.2% | -137.0% | -41.7% |
| All | +363.9% | +339.3% | +24.6% | +147.3% |
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