Description:
Similar to Issue #507, the qs.stats.rar() function currently computes CAGR assuming daily compounded returns because it calls cagr() without exposing the compounded parameter.

For intraday or capital-constrained strategies, this geometric CAGR inflates the Risk-Adjusted Return.

Proposed Solution:
Add a compounded boolean flag to rar() (defaulting to True for backward compatibility) and pass it down to cagr() to maintain consistency across the library. I would be happy to open a PR to implement this fix.