2b:null 2c:["$","title",null,{"children":"CMW Portfolios Trailing Returns | Capitalmind | Observable"}] 31:T86e,navs = { const urls = [ "https://public-wealth-website.s3.ap-south-1.amazonaws.com/nav/momentum_s3_nav.csv", "https://public-wealth-website.s3.ap-south-1.amazonaws.com/nav/long_term_multicap_s3_nav.csv", "https://public-wealth-website.s3.ap-south-1.amazonaws.com/nav/low_volatility_s3_nav.csv", "https://public-wealth-website.s3.ap-south-1.amazonaws.com/nav/index_s3_nav.csv", "https://public-wealth-website.s3.ap-south-1.amazonaws.com/nav/all_weather_s3_nav.csv", "https://public-wealth-website.s3.ap-south-1.amazonaws.com/nav/smartcore_s3_nav.csv", "https://public-wealth-website.s3.ap-south-1.amazonaws.com/nav/quantedge_s3_nav.csv", "https://public-wealth-website.s3.ap-south-1.amazonaws.com/nav/anchor_s3_nav.csv", "https://public-wealth-website.s3.ap-south-1.amazonaws.com/nav/nifty_50_s3_nav.csv", "https://public-wealth-website.s3.ap-south-1.amazonaws.com/nav/nifty_500_s3_nav.csv", "https://public-wealth-website.s3.ap-south-1.amazonaws.com/nav/nifty_multi_asset_s3_nav.csv", "https://public-wealth-website.s3.ap-south-1.amazonaws.com/nav/index_s3_nav.csv" ]; let [ momentum, surgeindia, lowvol, market, allweather, smartcore, quantedge, anchor, nifty, nifty500, niftymultiasset, india_indices ] = await Promise.all(urls.map((url) => d3.csv(url, d3.autoType))); const addLabel = (label) => (cur) => ({ ...cur, label }); return { momentum: momentum.map(addLabel("CMW Adaptive Momentum")), surgeindia: surgeindia.map(addLabel("CMW Surge India")), lowvol: lowvol.map(addLabel("CMW Resilient")), allweather: allweather.slice(3).map(addLabel("CMW All Weather")), market: market.map(addLabel("CMW Market (Passive)")), smartcore: smartcore.map(addLabel("CMW Altitude")), quantedge: quantedge.map(addLabel("CMW Flexicap")), anchor: anchor.map(addLabel("Anchor")), nifty: nifty.map(addLabel("Nifty 50 TRI")), nifty500: nifty500.map(addLabel("Nifty 500 TRI")), niftymultiasset: niftymultiasset.map(addLabel("Nifty Multi Asset TRI")), india_indices: india_indices.map(addLabel("India Indices")) }; }32:Ta63,utils = ({ abs_return: function (start_value, end_value) { const result = end_value / start_value - 1; return _.round(result * 100, 2); }, annualized_return: function (start_value, end_value, num_years) { const result = (end_value / start_value) ** (1 / num_years) - 1; return _.round(result * 100, 2); }, normalize_month_offset: function (d, month_offset) { const is_trading_day = (date) => { const day = date.getDay(); if (day === 0 || day === 6) return false; const dateString = date.toISOString().split("T")[0]; return !holiday_list.includes(dateString); }; const get_last_trading_day_of_month = (year, month) => { let last_day_of_month = new Date(year, month + 1, 0); // Last day of the month while (!is_trading_day(last_day_of_month)) { last_day_of_month.setDate(last_day_of_month.getDate() - 1); } return last_day_of_month; }; const last_trading_day_of_d_month = get_last_trading_day_of_month( d.getFullYear(), d.getMonth() ); const is_last_trading_day_of_month = d.toISOString().split("T")[0] === last_trading_day_of_d_month.toISOString().split("T")[0]; let date = d; date = d3.timeMonth.offset(d, month_offset); if (is_last_trading_day_of_month) { date = get_last_trading_day_of_month(date.getFullYear(), date.getMonth()); } date.setHours(5, 30, 0, 0); return date; }, normalize_year_offset: function (d, year_offset) { // get current date const current_date = new Date(); // check if d & currentDate are in the same month let is_last_day_of_month = false; if (d.getMonth() !== current_date.getMonth()) { is_last_day_of_month = true; } let date = d; date = d3.timeYear.offset(d, year_offset); if (is_last_day_of_month) { // get last day of month of d, set time to 06:00:00 date = new Date(date.getFullYear(), date.getMonth() + 1, 0, 5, 30, 0, 0); } return date; }, calc_return: function (values, offset_func, num_years) { const end = _.last(values); const start_date = offset_func(end.eod_date); const valid_offset = Boolean( values.find((el) => el.eod_date.getTime() < start_date.getTime()) ); if (!valid_offset) return; // Find the previous available eod_date (last value <= start_date) const start = values .filter((el) => el.eod_date.getTime() <= start_date.getTime()) .pop(); if (!start) return; if (num_years) { return this.annualized_return(start.nav, end.nav, num_years); } return this.abs_return(start.nav, end.nav); } })33:T601,function calc_trailing_returns(values) { const ms_per_year = 365 * 24 * 60 * 60 * 1000; const start = _.first(values); const end = _.last(values); const num_years = _.round((end.eod_date - start.eod_date) / ms_per_year, 2); const since_inception = num_years >= 1 ? utils.annualized_return(start.nav, end.nav, num_years) : utils.abs_return(start.nav, end.nav); return { week: utils.calc_return(values, (d) => d3.timeWeek.offset(d, -1)), months_1: utils.calc_return(values, (d) => utils.normalize_month_offset(d, -1) ), months_3: utils.calc_return(values, (d) => utils.normalize_month_offset(d, -3) ), months_6: utils.calc_return(values, (d) => utils.normalize_month_offset(d, -6) ), years_1: utils.calc_return(values, (d) => utils.normalize_year_offset(d, -1) ), years_2: utils.calc_return( values, (d) => utils.normalize_year_offset(d, -2), 2 ), years_3: utils.calc_return( values, (d) => utils.normalize_year_offset(d, -3), 3 ), years_4: utils.calc_return( values, (d) => utils.normalize_year_offset(d, -4), 4 ), years_5: utils.calc_return( values, (d) => utils.normalize_year_offset(d, -5), 5 ), years_6: utils.calc_return( values, (d) => utils.normalize_year_offset(d, -6), 6 ), years_7: utils.calc_return( values, (d) => utils.normalize_year_offset(d, -7), 7 ), since_inception }; }34:T47d,function prep_for_plot(portfolio) { // Per-portfolio benchmark overrides. Portfolios not listed fall back to // DEFAULT_BENCHMARKS. Anchor is a multi-asset (hybrid) strategy, so it is // benchmarked against Nifty Multi Asset TRI instead of Nifty 50 TRI. const PORTFOLIO_BENCHMARKS = { anchor: ["niftymultiasset"] }; const DEFAULT_BENCHMARKS = ["nifty"]; const benchmarks = PORTFOLIO_BENCHMARKS[portfolio] ?? DEFAULT_BENCHMARKS; const portfolio_start = _.first(navs[portfolio]).eod_date.getTime(); const nav_map = { [portfolio]: navs[portfolio] }; for (const bm of benchmarks) { nav_map[bm] = navs[bm].filter( (cur) => cur.eod_date.getTime() >= portfolio_start ); } const relevant = calc_metadata(nav_map); const periods_to_omit = relevant .filter((cur) => cur.portfolio == portfolio && !cur.period_return) .map((cur) => cur.period); const trailing_returns = relevant.map((cur) => { if (cur.portfolio == portfolio) return cur; if (!periods_to_omit.includes(cur.period)) return cur; return { ...cur, period_return: undefined }; }); return trailing_returns; }35:T662,function create_plot(portfolio) { const trailing_returns = prep_for_plot(portfolio); const start_date = _.first(navs[portfolio]) .eod_date.toISOString() .split("T")[0]; const end_date = _.last(navs[portfolio]).eod_date.toISOString().split("T")[0]; const plot = Plot.plot({ style: { fontFamily: "Poppins", fontSize: 14 }, className: "plot", width: 700, height: 300, marginTop: 30, marginBottom: 50, x: { axis: null }, y: { axis: null }, color: { legend: true, range: ["#198038", "#a1d99b"] }, marks: [ Plot.ruleY([0]), Plot.barY(trailing_returns, { x: "portfolio", y: "period_return", fill: "portfolio_label", fx: "order", sort: { x: "fill" } }), Plot.axisFx({ label: "Trailing Period", anchor: "bottom", tickFormat: (order) => get_label(order), labelOffset: 40 }), Plot.axisY({ label: "Period Return %", ticks: false }), Plot.text(trailing_returns, { x: "portfolio", y: "period_return", fx: "order", text: (d) => _.round(d.period_return, 1), dy: -10 }) ] }); return html`

${plot}

SI = Since Inception: ${start_date}

Returns are net of fees and transaction costs. Returns for periods >1Y are annualized. Performance data is not verified by SEBI.

Last updated: ${end_date}

`; }36:[{"id":"4a7dfdc5f4c034a049068c1028b33860e776fec21afc4502850af2c54c20cdae0fe09d606484d2a24f553d33248e8f704484a5bb3001cd4dd43170f1ee58cda6","href":"https://static.observableusercontent.com/files/4a7dfdc5f4c034a049068c1028b33860e776fec21afc4502850af2c54c20cdae0fe09d606484d2a24f553d33248e8f704484a5bb3001cd4dd43170f1ee58cda6","name":"capitalmind_logo.png","type":"image/png","lastModified":1688748804815.306,"size":14197}] 2f:{"id":"44a9894073f8d2e0","slug":null,"title":"CMW Portfolios Trailing 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create_plot(\"surgeindia\")","pinned":false,"hidden":false,"mode":"ojs","author":"$undefined","summary":"$undefined","output":"$undefined","database":"$undefined"},{"id":428,"value":"allweather = create_plot(\"allweather\")","pinned":false,"hidden":false,"mode":"ojs","author":"$undefined","summary":"$undefined","output":"$undefined","database":"$undefined"},{"id":563,"value":"smartcore = create_plot(\"smartcore\")","pinned":false,"hidden":false,"mode":"ojs","author":"$undefined","summary":"$undefined","output":"$undefined","database":"$undefined"},{"id":671,"value":"quantedge = create_plot(\"quantedge\")","pinned":false,"hidden":false,"mode":"ojs","author":"$undefined","summary":"$undefined","output":"$undefined","database":"$undefined"},{"id":704,"value":"anchor = create_plot(\"anchor\")","pinned":false,"hidden":false,"mode":"ojs","author":"$undefined","summary":"$undefined","output":"$undefined","database":"$undefined"},{"id":710,"value":"india_indices = create_plot(\"india_indices\")","pinned":false,"hidden":false,"mode":"ojs","author":"$undefined","summary":"$undefined","output":"$undefined","database":"$undefined"},{"id":5,"value":"---\n**Dependencies**","pinned":false,"hidden":false,"mode":"md","author":"$undefined","summary":"$undefined","output":"","database":"$undefined"},{"id":693,"value":"holiday_list = {\n const holidayList = await d3.text(\n \"https://public-wealth-website.s3.ap-south-1.amazonaws.com/equity_holidays.txt\"\n );\n const holidays = holidayList\n .split(\"\\n\")\n .filter(Boolean)\n .map((d) => d.trim());\n\n return holidays;\n}\n","pinned":false,"hidden":false,"mode":"ojs","author":"$undefined","summary":"$undefined","output":"$undefined","database":"$undefined"},{"id":7,"value":"$31","pinned":false,"hidden":false,"mode":"ojs","author":"$undefined","summary":"$undefined","output":"$undefined","database":"$undefined"},{"id":13,"value":"$32","pinned":false,"hidden":false,"mode":"ojs","author":"$undefined","summary":"$undefined","output":"$undefined","database":"$undefined"},{"id":11,"value":"$33","pinned":false,"hidden":false,"mode":"ojs","author":"$undefined","summary":"$undefined","output":"$undefined","database":"$undefined"},{"id":496,"value":"function calc_metadata(navs) {\n const period_order = [\n \"week\",\n \"months_1\",\n \"months_6\",\n \"years_1\",\n \"years_2\",\n \"years_3\",\n \"years_4\",\n \"years_5\",\n \"years_6\",\n \"years_7\",\n \"since_inception\"\n ];\n\n const first_key = Object.keys(navs)[0];\n const primary_trailing = calc_trailing_returns(navs[first_key]);\n\n const filtered_order = period_order.filter(\n (period) =>\n primary_trailing[period] != undefined || [\"years_7\"].indexOf(period) == -1\n );\n\n return _.chain(navs)\n .entries()\n .flatMap(([portfolio, values]) => {\n const trailing_returns = calc_trailing_returns(values);\n const portfolio_label = _.first(values).label;\n\n // Build one row per canonical period, preserving global order.\n return filtered_order.map((period, order) => ({\n portfolio,\n portfolio_label,\n order: period_order.indexOf(period),\n period,\n period_return: trailing_returns[period] // may be undefined\n }));\n })\n .value();\n}","pinned":false,"hidden":false,"mode":"ojs","author":"$undefined","summary":"$undefined","output":"$undefined","database":"$undefined"},{"id":514,"value":"$34","pinned":false,"hidden":false,"mode":"ojs","author":"$undefined","summary":"$undefined","output":"$undefined","database":"$undefined"},{"id":183,"value":"function get_label(order) {\n const order_to_period = _.chain(calc_metadata({ nifty: navs.nifty }))\n .filter((cur) => cur.portfolio == \"nifty\")\n .keyBy(\"order\")\n .mapValues((obj) => obj.period)\n .value();\n \n const period_labels = {\n week: \"1W\",\n months_1: \"1M\",\n months_3: \"3M\",\n months_6: \"6M\",\n years_1: \"1Y\",\n years_2: \"2Y\",\n years_3: \"3Y\",\n years_4: \"4Y\",\n years_5: \"5Y\",\n years_6: \"6Y\",\n years_7: \"7Y\",\n since_inception: \"SI\"\n };\n\n return period_labels[order_to_period[order]];\n}","pinned":false,"hidden":false,"mode":"ojs","author":"$undefined","summary":"$undefined","output":"$undefined","database":"$undefined"},{"id":28,"value":"data = calc_metadata(_.omit(navs, [\"nifty\", \"niftymultiasset\"]))","pinned":false,"hidden":false,"mode":"ojs","author":"$undefined","summary":"$undefined","output":"$undefined","database":"$undefined"},{"id":282,"value":"logo = FileAttachment(\"capitalmind_logo.png\").url()","pinned":false,"hidden":false,"mode":"ojs","author":"$undefined","summary":"$undefined","output":"$undefined","database":"$undefined"},{"id":265,"value":"$35","pinned":false,"hidden":false,"mode":"ojs","author":"$undefined","summary":"$undefined","output":"$undefined","database":"$undefined"},{"id":224,"value":"","pinned":false,"hidden":false,"mode":"html","author":"$undefined","summary":"$undefined","output":"","database":"$undefined"}],"files":"$W36","stdlib":"1","titling":"auto"}} 30:"$2f:body"