CumPlot is designed for comparing cumulative performance of multiple strategies over time.
Normalized view: All lines start at 1 at the selected start date
Initial view: Shows entire data range on page load
Step Forward/Back: Navigate through intervals of specified duration
Reset: Return to full data view
Metrics: Each metric includes its transform (cumulative or cumprod)
Example 1: Basic Strategy Comparison
Simple example with strategies colored by name, using cumulative sum of daily PnL.
Strategy Performance Comparison
Compare 10 different strategies. Use Step Forward/Back to see performance over different periods. All lines are normalized to start at 1 at the beginning of the selected range.
Plot Attributes
days
(days)
Start: -- End: -- Duration: --
0.5(0.25 - 2.5)
Data: strategy_data
Example 2: Multiple Metrics
Choose between different PnL metrics with appropriate transforms: cumulative for PnL, cumprod for returns.
Strategy Performance - Multiple Metrics
Use the Metric dropdown to switch between daily_pnl (cumulative), daily_pnl_gross (cumulative), or daily_return (cumprod for wealth growth).
Plot Attributes
days
(days)
Start: -- End: -- Duration: --
0.5(0.25 - 2.5)
Data: strategy_data
Example 3: Multiple Color Options
Color by strategy name, asset class, region, or risk level.
Performance by Different Groupings
Use the 'Color by' dropdown to group strategies by: strategy name, asset_class (Equities vs Fixed Income), region (US, Europe, Asia, Global), or risk_level (High, Medium, Low).
Plot Attributes
days
(days)
Start: -- End: -- Duration: --
0.5(0.25 - 2.5)
Data: strategy_data
Example 4: Faceted View
Split the chart by asset class or region using faceting.
Faceted Strategy Performance
Use Facet 1 and Facet 2 dropdowns to create subplots. Try faceting by asset_class to see Equities vs Fixed Income side by side.
Plot Attributes
days
(days)
Start: -- End: -- Duration: --
Facets
0.5(0.25 - 2.5)
Data: strategy_data
Example 5: With Filters and Custom Colors
Filter strategies by asset class or region. Custom color mapping for risk levels.
Filtered Strategy Performance
Custom colors: risk_level uses red for High, orange for Medium, green for Low. Use the filter dropdowns to select only certain asset classes or regions.
Filters
Plot Attributes
days
(days)
Start: -- End: -- Duration: --
0.5(0.25 - 2.5)
Data: strategy_data
Example 5b: Choices vs Filters
Choices enforce single-selection while filters allow multi-selection.
Example 5b: CumPlot with Single-Select Choice
This example demonstrates the difference between choices and filters:
- **asset_class (choice)**: Single-select dropdown - pick exactly ONE asset class at a time
- **region (filter)**: Multi-select dropdown - can select multiple regions
Use choices when the user must select exactly one option.
Filters
Plot Attributes
days
(days)
Start: -- End: -- Duration: --
0.5(0.25 - 2.5)
Data: strategy_data
Example 6: All Features Combined
Multiple metrics with transforms, multiple color options (some with custom colors), faceting, and filters.
Full Featured Cumulative Chart
All options available: metric selection, color by options (asset_class and risk_level have custom colors), faceting, and filters. Experiment with different combinations.
Filters
Plot Attributes
days
(days)
Start: -- End: -- Duration: --
Facets
0.5(0.25 - 2.5)
Data: strategy_data
Key Features
Renormalization: When stepping through intervals, all lines
are renormalized so they start at 1.0 at the interval start date. This lets you compare
relative performance from any starting point.
Navigation:
Reset: Show the entire data range
Step Forward: Move to next interval (first click switches from full view to interval mode)
Step Back: Move to previous interval
Duration: Adjust the interval width in time units
Step: Adjust how far each step moves
Metric transforms:
cumulative: Sum daily PnL to see total profit/loss over time
cumprod: Multiply daily returns (1 + r) to see wealth growth