aggregate
Book-level summary + cross-strategy correlation.
Book-level summary
Equal-weight book stats (mean of aligned per-strategy daily returns), mean pairwise correlation, and a diversification snapshot (effective bets, most/least correlated pair).
Cross-strategy correlation matrix
Pearson correlation of aligned periodic returns. Risk-invariant. Optional `ids` subset.
Aligned returns matrix + correlation (json|csv)
Aligned periodic returns across all strategies plus the correlation matrix. `risk_pct` modelled-rescales returns per strategy (correlation unchanged). CSV is a raw table (not enveloped).