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quantra-go-algo/Cumulative_Returns.py Secret

Created May 5, 2025 11:08
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Cumulative_Returns.py
# PLOT CUMULATIVE RETURNS
plt.figure(figsize=(14, 4))
plt.plot(df.index, df['cum_market'], label='Buy & Hold', linewidth=1)
plt.plot(df.index, df['cum_strategy'], label='Strategy', linewidth=1)
plt.title('Cumulative Returns: Strategy vs. Buy-and-Hold')
plt.xlabel('Date'); plt.ylabel('Cumulative Return')
plt.legend(); plt.grid(True); plt.tight_layout()
plt.show()
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