+115.0%
JCI vs ENB
+71.0%
+44.0%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.8% | +0.2% | +0.6% |
| 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% | +5.1% |
| 6M | +11.2% | -4.1% | +15.3% | +12.5% |
| YTD | +22.9% | +9.8% | +13.1% | +16.1% |
| 1Y | +37.4% | +8.7% | +28.7% | +30.2% |
| 3Y | +167.8% | +79.0% | +88.8% | +91.7% |
| 5Y | +115.0% | +69.1% | +45.9% | +59.5% |
| All | +115.0% | +71.0% | +44.0% | +59.5% |
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