-27.1%
CPRT vs BHP
+87.4%
-114.4%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.7% | -5.1% | -3.5% |
| 7D | +0.4% | +1.3% | -0.9% | +0.2% |
| 30D | +9.9% | +4.0% | +5.9% | +9.4% |
| 3M | +5.6% | +12.3% | -6.7% | +4.0% |
| 6M | -13.6% | +30.8% | -44.4% | -17.5% |
| YTD | -16.7% | +58.8% | -75.5% | -23.7% |
| 1Y | -33.1% | +76.8% | -110.0% | -40.2% |
| 3Y | -27.1% | +87.5% | -114.5% | -39.0% |
| All | -27.1% | +87.4% | -114.4% | -39.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling