+110.1%
CIEN vs ADP
+3,228.9%
-3,118.7%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.1% | -0.1% | +0.3% |
| 7D | -9.3% | +3.2% | -12.5% | -11.6% |
| 30D | -39.5% | +12.8% | -52.3% | -45.2% |
| 3M | -29.8% | +12.3% | -42.1% | -36.9% |
| 6M | -50.4% | +45.4% | -95.8% | -64.2% |
| YTD | +16.3% | +21.4% | -5.1% | -8.0% |
| 1Y | +30.4% | +23.7% | +6.6% | +1.3% |
| 3Y | +516.6% | +43.6% | +473.0% | +321.1% |
| 5Y | +349.8% | +48.7% | +301.0% | +191.8% |
| 10Y | +1,184.7% | +316.1% | +868.6% | +244.4% |
| All | +110.1% | +3,228.9% | -3,118.7% | -87.7% |
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