Questions tagged [cagr]

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Contribution to CAGR

Assume a timeseries of returns for which you calculate a CAGR. How do you determine the proportional contribution of any subset of monthly returns to the overall CAGR like below?
Pinocchio's user avatar
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Is Risk Adjusted CAGR formula from Investopedia correct? "A simple method for calculating a risk-adjusted CAGR is to multiply the CAGR by one minus the standard ...
Anon9001's user avatar
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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 ...
Brett Elliot's user avatar
2 votes
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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:
Stepan Parunashvili's user avatar
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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} \\...
Marco Demaio's user avatar