v0.3.1

RiskPerf v0.3.1

Diff since v0.2.0

[0.3.1] – 2025‑09‑30

Added

• mean_excess and std_excess helpers for allocation‑free mean and standard deviation of differences.
• cagr function for calculating the compound annual growth rate of a series of returns, with support for simple and log returns.
• annualized_return function for calculating the annualized return of a series of returns, with support for simple and log returns.
• calmar_ratio function for calculating the Calmar ratio of a series of returns.

Changed

• lower_partial_moment and higher_partial_moment now return 0.0 when the denominator is zero (previously NaN), improving downstream ratio behavior in no-tail or empty-input cases.
• Improved and corrected several docstrings (signatures, defaults, typos, and clarifications).
• Reimplemented capm with SIMD-friendly, allocation-free loops and scalar/vector dispatch for risk_free, yielding order-of-magnitude speedups on large portfolios.
• Refactored Sharpe, Sortino, Information, Tracking Error, Treynor ratios and omega/drawdown/partial-moment helpers to eliminate intermediate arrays and specialise on scalar vs. vector inputs.
• Improve type-stability.
• Changed param geometric=false to compound=true in drawdowns_pct and max_drawdown_pct.

v0.2.0

RiskPerf v0.2.0

Diff since v0.1.0

[0.2.0] – 2025‑07‑20

Breaking changes

• N/A

Changed

• Static exports list of package symbols instead of dynamic export for better static analysis and IDE integration

v0.1.0

RiskPerf v0.1.0