For each asset, calculate CAGR, annualized volatility, and Sharpe ratio for every earlier/later pair of sampled dates at least one year (365.25 days) apart, then take the arithmetic mean of each metric. Every qualifying pair has equal weight. Uses the same weekly return history as the Sharpe ratio and Weeks since ATH tables. Median CAGR is the middle CAGR across those same pairs; with an even number of pairs, it is the average of the two middle CAGRs.

Each interval's volatility is the sample standard deviation of its weekly returns × √52. Its Sharpe ratio is mean weekly excess return divided by weekly standard deviation × √52, using historical 3-month US T-bill returns (0% where unavailable), as in the main Sharpe table. Returns run after the start date through the end date. Intervals with zero volatility are excluded from mean Sharpe because their Sharpe ratio is undefined.

For start and end index levels V₁ and V₂, each pair's CAGR is (V₂ / V₁)^(365.25 / days) − 1, where days is the actual elapsed time, including any partial weeks. Index levels compound the stored returns; income is included where present in the source series. Historical backfills use their existing weekly sampling, including carried-forward values.

Each asset uses its full available history, starting at “Data since”. Assets with no qualifying pairs show “—”. Large percentages use scientific notation.