Compare strategies

Compare two to five replicated or Meta strategies on their shared finite monthly observations. Growth is normalized to 1.0 immediately before the common window; this is not a portfolio builder.

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Normalized growth

Common-window drawdowns

Common-window metrics

Strategy	CAGR	Annualized volatility	Sharpe (0% RF)	Max drawdown	Common months

Common-window return correlations

Compare strategies

Selection

Normalized growth

Common-window drawdowns

Common-window metrics

Common-window return correlations

Calendar-year returns