+463.1%
CIEN vs ADP
+48.5%
+414.6%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.2% | +6.7% | +4.9% |
| 7D | -24.1% | +3.2% | -27.3% | -22.7% |
| 30D | -45.5% | +14.9% | -60.4% | -41.9% |
| 3M | -39.7% | +11.6% | -51.3% | -36.2% |
| 6M | -57.8% | +48.5% | -106.3% | -53.0% |
| YTD | +4.1% | +20.6% | -16.5% | +21.6% |
| 1Y | +20.8% | +23.7% | -2.9% | +39.1% |
| 3Y | +463.1% | +47.8% | +415.3% | +485.4% |
| All | +463.1% | +48.5% | +414.6% | +485.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling