-81.1%
COTY vs VOO
+496.2%
-577.3%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -0.6% | -5.2% | -5.1% |
| 7D | -2.8% | +0.5% | -3.4% | -3.4% |
| 30D | -2.1% | -0.9% | -1.2% | -0.9% |
| 3M | +42.3% | +3.9% | +38.4% | +36.2% |
| 6M | +16.5% | +14.5% | +1.9% | -1.0% |
| YTD | -10.4% | +13.0% | -23.3% | -23.0% |
| 1Y | -36.1% | +19.4% | -55.5% | -48.7% |
| 3Y | -75.6% | +78.9% | -154.5% | -88.0% |
| 5Y | -66.7% | +82.3% | -149.0% | -83.6% |
| 10Y | -87.3% | +314.2% | -401.5% | -97.0% |
| All | -81.1% | +496.2% | -577.3% | -96.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling