-15.4%
CPRT vs BHP
+124.0%
-139.5%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.2% | -1.6% | -0.6% |
| 7D | -1.4% | +2.4% | -3.8% | -1.8% |
| 30D | +21.5% | -5.4% | +26.9% | +22.5% |
| 3M | +9.4% | -6.9% | +16.3% | +10.5% |
| 6M | -3.3% | -4.3% | +1.0% | -3.2% |
| YTD | -17.8% | +41.6% | -59.5% | -24.7% |
| 1Y | -22.2% | +53.3% | -75.5% | -29.9% |
| 3Y | -34.0% | +58.4% | -92.3% | -42.1% |
| 5Y | -15.4% | +121.3% | -136.7% | -31.7% |
| All | -15.4% | +124.0% | -139.5% | -31.7% |
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