+1,188.7%
CIEN vs ADP
+327.9%
+860.8%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | -0.4% | +11.1% | +10.8% |
| 7D | -5.3% | +1.1% | -6.4% | -5.9% |
| 30D | -40.1% | +11.5% | -51.6% | -43.1% |
| 3M | -34.7% | +12.0% | -46.7% | -38.4% |
| 6M | -50.9% | +43.8% | -94.7% | -59.5% |
| YTD | +15.2% | +20.1% | -4.9% | +2.1% |
| 1Y | +35.2% | +22.3% | +12.9% | +18.3% |
| 3Y | +522.6% | +43.3% | +479.3% | +391.7% |
| 5Y | +344.2% | +47.3% | +296.9% | +240.0% |
| 10Y | +1,188.7% | +313.7% | +875.0% | +434.2% |
| All | +1,188.7% | +327.9% | +860.8% | +434.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling