In CreateBenchmarkDifference method, a list of values of banchmark daily performance were not created properly. It added an extra zero entry in the beggining of the list and did not include the last day. That caused an one-day lag between the algorithm and benchmark performances.
Reference: [Strange backtester beta results](https://www.quantconnect.com/forum/discussion/1118)
Changes RegressionTests to reflect this correction.
Added Trade and TradeBuilder classes
Added UtcTime and OrderFee property to OrderEvent class
Added AlgorithmPerformance class with a few metrics + tests
Added portfolio statistics + rolling statistics
Closes#30 via PR #164
Thanks @SteffanoRaggi!