Tag
#returns
5 articles
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Buy and Hold vs Strategy Returns: The Baseline Every Backtest Must Beat
Buy and hold return is the benchmark result you would have earned doing nothing. It is the honest baseline for any strategy, and it is a hard bar to clear.
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CAGR vs XIRR vs Absolute Returns: Which One Is Correct?
Absolute return measures total change, CAGR annualises a single lumpsum, and XIRR annualises a series of irregular cashflows. Cashflow timing decides which is correct.
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Rolling Returns Explained: Why They Beat Point-to-Point Returns
Rolling returns measure performance over every possible window of a chosen length, not one start and end date. They expose consistency that a single headline number hides.
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What Is Alpha in Investing? Return Beyond the Benchmark, Explained
Alpha is the return a portfolio earned beyond what its benchmark exposure and risk already explain. It is a residual, and it depends entirely on the benchmark chosen.
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What Is CAGR? Compound Annual Growth Rate, Explained
CAGR is the compound annual growth rate: the single steady yearly rate that would take a starting value to an ending value. It smooths the path completely.
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