+95.0%
JCI vs ENB
+58.6%
+36.4%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.5% | -2.8% | -2.5% |
| 7D | +3.2% | +3.1% | +0.1% | +1.8% |
| 30D | -8.6% | +2.1% | -10.7% | -9.5% |
| 3M | -7.7% | -4.4% | -3.3% | -6.0% |
| 6M | -2.6% | -10.1% | +7.5% | +1.4% |
| YTD | +17.4% | +5.2% | +12.2% | +12.7% |
| 1Y | +16.9% | +4.2% | +12.7% | +12.7% |
| 3Y | +186.7% | +70.1% | +116.7% | +108.4% |
| All | +95.0% | +58.6% | +36.4% | +50.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling