+174.5%
CIEN vs ADP
-4.5%
+179.1%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.1% | +3.2% | -1.1% |
| 7D | -15.2% | -3.4% | -11.7% | -18.2% |
| 30D | -21.5% | +2.8% | -24.3% | -18.8% |
| 3M | -40.1% | +20.9% | -61.0% | -25.8% |
| 6M | -6.6% | +29.9% | -36.4% | +25.0% |
| YTD | +37.3% | +9.6% | +27.6% | +61.4% |
| 1Y | +174.5% | -5.3% | +179.8% | +205.2% |
| All | +174.5% | -4.5% | +179.1% | +205.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ADP.
Daily Out/Under-Performance
Portfolio return minus ADP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADP 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 1y: compounded portfolio wealth divided by compounded ADP 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…
1y analysis · Full analysis span regression · 6 months rolling