+477.0%
CIEN vs ADP
+49.8%
+427.3%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.1% | +3.2% | +1.4% |
| 7D | -15.2% | -3.4% | -11.7% | -14.7% |
| 30D | -21.5% | +2.8% | -24.3% | -21.9% |
| 3M | -40.1% | +20.9% | -61.0% | -43.0% |
| 6M | -6.6% | +29.9% | -36.4% | -14.4% |
| YTD | +37.3% | +9.6% | +27.6% | +35.6% |
| 1Y | +174.5% | -5.3% | +179.8% | +193.3% |
| 3Y | +562.3% | +16.5% | +545.8% | +522.0% |
| All | +477.0% | +49.8% | +427.3% | +331.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling