Calculate Compound Annual Growth Rate (CAGR)

Calculate the Compound Annual Growth Rate of a strategy.

Usage

calc_cagr(equity_curve = NULL, returns = NULL, periods = 252)

Arguments

equity_curve

Numeric vector of equity values

returns

Numeric vector of returns

periods

Number of periods per year (default: 252 for daily data)

Value

Numeric value representing CAGR as a decimal

Examples

if (FALSE) { # \dontrun{
equity <- c(100, 105, 110, 108, 115)
calc_cagr(equity_curve = equity, periods = 252)
} # }