analysis
compare strategies
running comparison...
total return
returns ranking
risk-adjusted
detailed metrics
| strategy | return | sharpe | sortino | max dd | trades | final |
|---|
portfolio optimization
efficient frontier & capm
computing frontier...
efficient frontier
frontier
CML
asset (alpha > 0)
asset (alpha ≤ 0)
tangent (max sharpe)
capm breakdown
| symbol | beta | capm E[r] | actual r | alpha |
|---|