-81.6%
COTY vs SPY
+491.2%
-572.8%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.5% | -2.1% | -2.0% |
| 7D | -7.2% | -0.4% | -6.9% | -6.8% |
| 30D | -5.6% | -1.4% | -4.2% | -3.9% |
| 3M | +33.8% | +3.7% | +30.1% | +28.4% |
| 6M | +17.0% | +13.0% | +4.0% | +0.9% |
| YTD | -12.7% | +12.4% | -25.1% | -24.5% |
| 1Y | -36.7% | +18.5% | -55.2% | -48.7% |
| 3Y | -76.2% | +77.6% | -153.8% | -88.3% |
| 5Y | -68.2% | +81.7% | -149.9% | -84.3% |
| 10Y | -87.4% | +319.7% | -407.0% | -97.1% |
| All | -81.6% | +491.2% | -572.8% | -96.4% |
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