+302.6%
JCI vs ENB
+108.4%
+194.2%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.4% | -1.8% | -1.6% |
| 7D | +8.4% | 0.0% | +8.4% | +8.4% |
| 30D | -8.9% | +1.4% | -10.3% | -9.5% |
| 3M | -6.4% | -5.2% | -1.3% | -4.3% |
| 6M | +1.6% | -9.9% | +11.6% | +6.0% |
| YTD | +20.1% | +4.7% | +15.4% | +16.2% |
| 1Y | +17.2% | +2.8% | +14.5% | +14.3% |
| 3Y | +190.7% | +71.3% | +119.4% | +118.3% |
| 5Y | +99.9% | +58.6% | +41.3% | +55.0% |
| All | +302.6% | +108.4% | +194.2% | +160.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ENB.
Daily Out/Under-Performance
Portfolio return minus ENB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ENB 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 10y: compounded portfolio wealth divided by compounded ENB 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…
10y analysis · Full analysis span regression · 6 months rolling