-68.0%
COTY vs VOO
+80.3%
-148.4%
-86.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.6% | -1.6% | -1.5% |
| 7D | -10.2% | -2.0% | -8.3% | -7.9% |
| 30D | -6.7% | -1.7% | -5.1% | -4.6% |
| 3M | +32.2% | +4.7% | +27.4% | +25.0% |
| 6M | +12.9% | +12.6% | +0.3% | -2.9% |
| YTD | -14.6% | +11.8% | -26.4% | -26.3% |
| 1Y | -34.6% | +17.5% | -52.1% | -47.2% |
| 3Y | -76.7% | +77.0% | -153.7% | -89.5% |
| 5Y | -68.0% | +82.6% | -150.6% | -85.7% |
| All | -68.0% | +80.3% | -148.4% | -85.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VOO.
Daily Out/Under-Performance
Portfolio return minus VOO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VOO 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 VOO 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