+167.8%
JCI vs ENB
+79.6%
+88.2%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.8% | +0.2% | +0.8% |
| 7D | +5.1% | -0.5% | +5.6% | +5.3% |
| 30D | -3.8% | -0.2% | -3.6% | -3.8% |
| 3M | +1.9% | -7.5% | +9.4% | +4.0% |
| 6M | +11.2% | -4.1% | +15.3% | +11.9% |
| YTD | +22.9% | +9.8% | +13.1% | +17.3% |
| 1Y | +37.4% | +8.7% | +28.7% | +31.5% |
| 3Y | +167.8% | +79.0% | +88.8% | +103.8% |
| All | +167.8% | +79.6% | +88.2% | +103.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling