-63.1%
COTY vs SPY
+72.1%
-135.2%
-86.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.7% |
| 7D | -0.2% | +2.6% | -2.8% | -3.3% |
| 30D | +37.4% | -2.0% | +39.4% | +39.2% |
| 3M | +46.9% | -2.8% | +49.7% | +50.5% |
| 6M | +83.6% | +2.1% | +81.5% | +76.6% |
| YTD | +31.2% | +11.5% | +19.7% | +12.4% |
| 1Y | +11.3% | +13.5% | -2.2% | -6.7% |
| 3Y | -59.1% | +77.7% | -136.8% | -81.7% |
| All | -63.1% | +72.1% | -135.2% | -82.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling