Compare Backtests
Select two or more completed backtests to overlay their equity curves, compare risk-adjusted metrics, and analyze differences in weight allocation and cluster structure. Use the recipes below for common comparisons across model types, covariance estimators, or risk measures.
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Check two or more backtests in the sidebar to overlay equity curves and compare risk-adjusted metrics side by side. Use the recipes for quick multi-strategy comparisons.
Tip: Run backtests with the same universe and date range but different models or covariance estimators to isolate the effect of each parameter.
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