CAGR is not accurate - need to update to take the

[wpearce1]

The current way to calculate CAGR is incorrect. The years component should be:

total_days = len(df.index)

years = total_days / 252.

it looks like the way it is currently configured it counting weekends in the numerator but not the denominator. this understates CAGR.

thanks

def cagr(returns, rf=0.0, compounded=True, periods=252):
"""
Calculates the communicative annualized growth return
(CAGR%) of access returns

If rf is non-zero, you must specify periods.
In this case, rf is assumed to be expressed in yearly (annualized) terms
"""
total = _utils._prepare_returns(returns, rf)
if compounded:
    total = comp(total)
else:
    total = _np.sum(total)

**years = (returns.index[-1] - returns.index[0]).days / periods**

res = abs(total + 1.0) ** (1.0 / years) - 1

if isinstance(returns, _pd.DataFrame):
    res = _pd.Series(res)
    res.index = returns.columns

return res