-72.3%
COTY vs SPY
+486.5%
-558.8%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +50.4% |
| 6M | +83.6% | +2.1% | +81.5% | +76.9% |
| YTD | +31.2% | +11.5% | +19.7% | +13.2% |
| 1Y | +11.3% | +13.5% | -2.2% | -5.9% |
| 3Y | -59.1% | +77.7% | -136.8% | -80.1% |
| 5Y | -62.6% | +72.6% | -135.2% | -80.7% |
| 10Y | -75.4% | +308.2% | -383.5% | -94.2% |
| All | -72.3% | +486.5% | -558.8% | -94.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling