Compares one portfolio/strategy against one selected benchmark. Benchmarks stay out of optimization and rebalancing.
                

              

              

              

                

                  

                

                

                  

                

              

              

                

                  

                

              

            

            

              

                

                  

                    
                    

                      
                      
                    

                  

                

                

                  

                    
                    

                      
                      
                    

                  

                

                

                  

                    
                    
                  

                

                

                  

                    
                    

                      
                      
                    

                  

                

                

                  Uses the selected strategy return series from the latest run. Bootstrap resamples historical daily returns.
                

              

              

              

                

                  

                

                

                  

                

              

            

            

              

            

            

              

                

                  

                    
                    

                      
                      
                    

                  

                  

                    
                    

                      
                      
                    

                  

                  Return contribution is geometric in wealth terms (approx if rebalanced). Risk contribution is % contribution to variance using covariance of returns.
                

              

              

            

            

              

                

                  
                  

                    
                    
                  

                  

                    
                    
                  

                  

                    

                      
                    

                  

                  

                    
                    
                  

                  

                    
                    
                  

                  

                    
                    
                  

                  Rule: drop positions < min weight; cap at max weight; then renormalize. Applies when re-opt is enabled.
                

                

                  

                    
                    
                  

                

              

              

            

            

              

            

            

              

                

                  

                    
                    
                  

                  
                  Use the returned Yahoo symbol as provider_symbol in symbols.csv. For indexes, aliases hide characters like ^ from the rest of the app.