Would like to add the Buy and Hold CAGR to the filters/databank metrics. This would give me the rate of return if I just held the security (or was short the security in a short strategy).
The practical application of it would be if I were running a mining strategy, I would like to be able to filter the CAGR (or CAGR/Exposure) ratio of the strategy compared to what the stock would have done on its own so that I can estimate how much of the return is attributable to the strategy itself as opposed to the upward (downward) drift of the security on its own, so that I can build filters on that.