+147.9%
CIEN vs ADP
+2,906.4%
-2,758.5%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.1% | +3.2% | +2.5% |
| 7D | -15.2% | -3.4% | -11.7% | -13.2% |
| 30D | -21.5% | +2.8% | -24.3% | -23.4% |
| 3M | -40.1% | +20.9% | -61.0% | -49.2% |
| 6M | -6.6% | +29.9% | -36.4% | -27.3% |
| YTD | +37.3% | +9.6% | +27.6% | +19.0% |
| 1Y | +174.5% | -5.3% | +179.8% | +161.7% |
| 3Y | +562.3% | +16.5% | +545.8% | +433.5% |
| 5Y | +463.9% | +49.4% | +414.6% | +269.9% |
| 10Y | +1,302.4% | +282.2% | +1,020.2% | +306.4% |
| All | +147.9% | +2,906.4% | -2,758.5% | -84.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling