Performance calculation (in both Portfolio Performance and Performance Metrics) -

Canopy's performance is based on Time Weighted Return - We take daily PnL over the previous day's closing Net Worth, we then string this into a geometric progression.

Performance Metrics -> Realized P/L Report: 

- Gross Realized P/L = (Avg Price - Trade Price) * Qty 

- Net Realized P/L = Gross Realized P/L + (Fees or Accrued AI) where (Fees or Accrued AI) = Net     
 Settlement Amount - Gross Settlement Amount