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CAGR

4 min read · Metric

Compound Annual Growth Rate — the smoothed yearly return that would have produced your final equity from your starting equity.

What it is

CAGR collapses a multi-period equity curve into a single annualised number. It ignores the path — only the start and end equity matter — which makes it a clean headline but a poor proxy for the actual experience of holding the strategy. A 12% CAGR with a 50% drawdown reads the same as a 12% CAGR with a 5% drawdown.

Formula

CAGR = (final_equity / initial_equity) ^ (365 / days_held) - 1

# Or equivalently with years:
CAGR = (1 + total_return) ^ (1 / years) - 1

The exponent is the magic — it converts whatever lookback you have (3 months, 5 years, whatever) into the equivalent annual rate.

Typical ranges

  • SPY long-run: 8–10% (1928–present), 10–13% (post-1980).
  • Strong systematic strategies: 12–18% net of costs over multi-year samples.
  • Above 25%: either a regime-specific tailwind, hidden leverage, or look-ahead bias. Investigate before believing.
  • Above 40%: almost certainly an artefact. Real strategies above 40% sustained CAGR are billionaire territory and don't survive contact with capacity.

Common mistakes

  • Comparing across periods. A 15% CAGR from 2010–2020 was below the SPY. The same 15% from 2000–2010 was a phenomenal result. CAGR without a benchmark for the same window is meaningless.
  • Annualising short windows. A 6% return over 3 months annualises to ~26% CAGR — but that's a sample of one, not a sustainable rate.
  • Confusing CAGR with average return. Arithmetic mean of yearly returns is always > CAGR by half the variance. Use CAGR for the actual compounded experience.

What the platform flags

Quantis pairs CAGR with Calmar (CAGR/MaxDD) and the benchmark CAGR for the same window — never look at CAGR in isolation. The result card's headline is intentionally net-of-costs CAGR, not gross, so the number you see is the number you'd have lived through after fees and slippage modelling.

Further reading

  • Calmar → CAGR scaled by your worst drawdown — the missing context.
  • Sharpe → CAGR adjusted for volatility, not just drawdowns.