-9.8%
CPRT vs BHP
+126.1%
-135.9%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.3% | -2.0% | -1.8% |
| 7D | -0.4% | +0.9% | -1.3% | -0.6% |
| 30D | +8.2% | +4.0% | +4.2% | +7.5% |
| 3M | +2.3% | +11.3% | -9.0% | +0.1% |
| 6M | -14.7% | +29.3% | -44.1% | -19.5% |
| YTD | -18.2% | +59.2% | -77.4% | -26.5% |
| 1Y | -33.4% | +80.8% | -114.2% | -42.0% |
| 3Y | -28.3% | +88.0% | -116.3% | -39.2% |
| 5Y | -9.8% | +126.6% | -136.5% | -25.9% |
| All | -9.8% | +126.1% | -135.9% | -25.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling