Portfolio growth
Read the curve: 1.000 is the starting value. A value of 1.100 means 10% growth over the aligned window. Equal horizontal spacing represents observations, not elapsed calendar time.
Historical metrics
Swipe the table to see every metric.
| Series | Return | CAGR | Annualized volatility | Max drawdown |
|---|---|---|---|---|
| Portfolio | 4.20% | 3.65% | 6.06% | -7.31% |
| AURORA | 6.47% | 5.62% | 17.08% | -20.83% |
| CIRRUS | 14.28% | 12.34% | 5.58% | -3.50% |
| HARBOR | 2.00% | 1.74% | 2.34% | -1.99% |
| TERRA | -6.96% | -6.10% | 13.00% | -21.98% |
How to read these metrics
- Return
- Change over this aligned window.
- CAGR
- The constant annual growth rate equivalent, using elapsed calendar days.
- Annualized volatility
- Variation in observation returns, scaled using the configured observation frequency.
- Max drawdown
- The largest decline from a previous peak in this window.
These describe the supplied history. They do not predict future returns.
Dataset provenance
- Title
- Four synthetic regimes
- Source
- Bundled deterministic synthetic fixture; seed 20260923
- As Of
- 2025-02-24
- Price Basis
- synthetic
- Notes
- Fictional symbols: AURORA growth-like, CIRRUS defensive-like, HARBOR low-variance, TERRA cyclical-like. 300 weekday observations with a designed drawdown interval. No prices describe a real security.
Interpretation limits
- Historical price analysis only. No forecast, recommendation, fees, taxes or transaction costs.
- Returns use exact shared observation dates; gaps are not filled. Volatility annualization assumes equally spaced periods at the selected frequency.
- CAGR extrapolates using elapsed calendar days and is unstable over short samples.
- This dataset is synthetic. Symbols and results do not describe real investments.
Reproduction record
{
"settings": {
"symbols": [
"AURORA",
"CIRRUS",
"HARBOR",
"TERRA"
],
"weights": {
"AURORA": 0.25,
"CIRRUS": 0.25,
"HARBOR": 0.25,
"TERRA": 0.25
},
"mode": "rebalance",
"periods_per_year": 252.0,
"initial_value": 10000.0
},
"provenance": {
"source_sha256": "1782c1375f37848bf348c7fc524e10d8d276bdf532960ff089f0217af75267bb",
"data_sha256": "d849246e0675b4733ec1d27f5629df822ee0f208685caebae3949473d08e788b",
"observations": 1200
},
"coverage": [
{
"symbol": "AURORA",
"available": 300,
"retained": 300,
"excluded": 0
},
{
"symbol": "CIRRUS",
"available": 300,
"retained": 300,
"excluded": 0
},
{
"symbol": "HARBOR",
"available": 300,
"retained": 300,
"excluded": 0
},
{
"symbol": "TERRA",
"available": 300,
"retained": 300,
"excluded": 0
}
],
"engine_version": "1.0.1"
}The report contains the source details, assumptions, aligned observations, and calculated results.