+37.1%
JCI vs ENB
+8.3%
+28.8%
-12.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.3% | -0.9% |
| 7D | +4.1% | -0.3% | +4.4% | +4.1% |
| 30D | -3.8% | -1.1% | -2.8% | -3.7% |
| 3M | -1.6% | -8.5% | +6.8% | -0.5% |
| 6M | +9.5% | -4.5% | +14.1% | +9.1% |
| YTD | +21.7% | +9.1% | +12.6% | +15.2% |
| 1Y | +37.1% | +8.0% | +29.2% | +29.9% |
| All | +37.1% | +8.3% | +28.8% | +29.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling