+1,206.6%
CIEN vs ADP
+319.4%
+887.2%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.5% | -1.2% | -0.9% |
| 7D | +27.4% | +0.3% | +27.1% | +27.2% |
| 30D | -26.6% | +11.6% | -38.2% | -30.1% |
| 3M | -32.0% | +15.1% | -47.0% | -36.3% |
| 6M | -49.1% | +46.0% | -95.1% | -58.2% |
| YTD | +25.7% | +22.4% | +3.3% | +10.8% |
| 1Y | +40.3% | +24.5% | +15.8% | +22.1% |
| 3Y | +566.2% | +44.8% | +521.4% | +425.4% |
| 5Y | +378.7% | +49.1% | +329.7% | +265.6% |
| All | +1,206.6% | +319.4% | +887.2% | +434.4% |
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