Questions tagged [cagr]

The tag has no usage guidance.

Filter by
Sorted by
Tagged with
0
votes
0answers
23 views

How do I calculate inflation adjusted CAGR?

I'm running backtests with monthly data going back to the 1920's and I'd like to compare different strategies using inflation adjusted CAGR. But I don't know how to calculate it. Would any of these ...
2
votes
1answer
26 views

How to model the effect of an asset with a neutral return on another asset

Disclaimer: Am a software engineer by training, diving into finance. Am still a noob xD Hey team, I have been reading one of Spitznagel's whitepapers: https://www.universa.net/...
0
votes
0answers
137 views

Correct way to calculate the S&P500 average CAGR of earnings over 10 years rolling periods

Let's say we have only the following data for the earnings (e) and we calculated for each 10 years period the total earnings growth (G) and its Compounded Annual Growth Rate (AG) \begin{equation} \\...