# Correct way to calculate overall CAGR of trades of different lengths?

Let's say you bought 5 stocks on the same day and they performed like this:

Symbol  Return  CalDays   BP/Day    CAGR
AAA       7.4%       42     17.6     86%
BBB       5.1%       41     12.4     56%
CCC       1.9%       26      7.3     30%
DDD      -0.5%       12     -4.2    -14%
EEE      -7.4%       16    -46.3    -83%
Average  1.30%     27.4     -2.6   15.0%


After each trade, the next day a new investment would be made, and it would have the expected return of the trading system overall.

But how do you correctly calculate the overall return of the system? The difference in time periods makes the issue unclear.

At first I thought to use average BP/Day, however that would reward holding losing trades longer, which isn't right.

I'm pretty sure it's not correct to use average CAGR, nor calculating a CAGR from the other averages.

I realize this is a newbie question, but I have not been able to find the answer by searching.