Merge pull request #461 from ranaroussi/fix-issue-454-chart-naming

Fix chart naming to indicate cumulative returns (fixes #454)

Author: ranaroussi

CHANGELOG.md

@@ -1,6 +1,13 @@
 Changelog
 ===========
 
+0.0.70
+------
+
+- Fixed chart naming inconsistency: renamed "Daily Active Returns" to "Daily Active Returns (Cumulative Sum)" and "Daily Returns" to "Daily Returns (Cumulative Sum)" to accurately reflect that charts show cumulative values (fixes issue #454)
+- Fixed CAGR calculation bug where years were incorrectly calculated using calendar days instead of trading periods, causing drastically reduced CAGR values (fixes issue #458)
+- Fixed inconsistent EOY returns for benchmarks by preserving original benchmark data for aggregation while aligning to strategy index for other calculations (fixes issue #457)
+
 0.0.69
 ------
 

quantstats/_plotting/wrappers.py

@@ -812,6 +812,7 @@ def daily_returns(
 
     # Set plot title based on active returns setting
     plot_title = "Daily Active Returns" if active else "Daily Returns"
+    plot_title += " (Cumulative Sum)"
 
     # Use core plotting function for daily time series
     fig = _core.plot_timeseries(

quantstats/version.py

@@ -1 +1 @@
-version = "0.0.69"
+version = "0.0.70"