+1,460.5%
CIEN vs ADP
+270.4%
+1,190.0%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | +0.1% | -0.6% |
| 7D | -4.6% | -5.7% | +1.1% | -2.5% |
| 30D | -12.8% | -3.1% | -9.7% | -12.1% |
| 3M | -23.1% | +15.6% | -38.7% | -29.3% |
| 6M | +6.1% | +20.8% | -14.7% | -6.1% |
| YTD | +44.5% | +4.7% | +39.8% | +36.3% |
| 1Y | +176.6% | -8.3% | +184.9% | +179.1% |
| 3Y | +601.0% | +13.6% | +587.4% | +519.9% |
| 5Y | +509.1% | +45.0% | +464.1% | +362.3% |
| 10Y | +1,460.5% | +279.0% | +1,181.5% | +577.9% |
| All | +1,460.5% | +270.4% | +1,190.0% | +577.9% |
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