+330.8%
JCI vs ENB
+94.4%
+236.4%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.8% | +2.4% | +0.3% |
| 7D | +0.4% | -4.6% | +5.0% | +2.6% |
| 30D | -7.7% | -5.2% | -2.5% | -5.4% |
| 3M | +2.8% | -13.4% | +16.1% | +9.5% |
| 6M | +7.2% | -7.8% | +15.1% | +10.7% |
| YTD | +20.0% | +4.9% | +15.1% | +16.1% |
| 1Y | +33.3% | +3.2% | +30.0% | +29.8% |
| 3Y | +161.3% | +71.0% | +90.3% | +96.7% |
| 5Y | +108.8% | +64.0% | +44.8% | +59.5% |
| All | +330.8% | +94.4% | +236.4% | +187.5% |
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