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Question On Benchmark Returns

What is 'Cumulative performance' and why are these numbers different to the 'Total Returns and Benchmark Returns'?

P.

1 response

The 'Cumulative performance' parameter updates as you move your cursor across the chart with respect to time i.e. it is the cumulative performance of the strategy achieved up until that point in time. 'Cumulative performance' is equal to 'Total Returns and Benchmark Returns' when t = T, i.e. when the entire timeframe is observed.