Add compounded flag to calmar() and rar()#512
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…#510) Both calmar() and rar() call cagr() internally but didn't expose the compounded parameter. For intraday or non-compounded return streams, geometric CAGR inflates these metrics. Added compounded=True (backward compatible) to both functions, passed through to cagr().
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this still bites users on intraday returns or non-compounded streams. default stays |
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Fixes #507 and #510.
Both
calmar()andrar()callcagr()internally but didn't expose itscompoundedparameter. For intraday or non-compounded return streams, geometric CAGR inflates these metrics.Added
compounded=True(backward compatible) to both functions, passed through tocagr().