-76.9%
COTY vs SPY
+76.5%
-153.4%
-86.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.5% | -2.1% | -2.1% |
| 7D | -7.2% | -0.4% | -6.9% | -6.9% |
| 30D | -5.6% | -1.4% | -4.2% | -4.2% |
| 3M | +33.8% | +3.7% | +30.1% | +29.5% |
| 6M | +17.0% | +13.0% | +4.0% | +3.8% |
| YTD | -12.7% | +12.4% | -25.1% | -22.4% |
| 1Y | -36.7% | +18.5% | -55.2% | -46.9% |
| All | -76.9% | +76.5% | -153.4% | -88.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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