+566.8%
CIEN vs ADP
+18.2%
+548.6%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.1% | +3.2% | +0.6% |
| 7D | -15.2% | -3.4% | -11.7% | -15.9% |
| 30D | -21.5% | +2.8% | -24.3% | -20.8% |
| 3M | -40.1% | +20.9% | -61.0% | -37.6% |
| 6M | -6.6% | +29.9% | -36.4% | -2.3% |
| YTD | +37.3% | +9.6% | +27.6% | +49.9% |
| 1Y | +174.5% | -5.3% | +179.8% | +220.1% |
| All | +566.8% | +18.2% | +548.6% | +625.1% |
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