Select a list of stocks and compare their performance by the following strategies: dollar-cost averaging (passive investing), unpopular companies and bargain issues, special situations and foreign element in the portfolio (active investing) to an index. In these kinds of studies, it is important to explain your assumptions such as trading costs, frequency of rebalancing the portfolio, etc. With reference to comparing returns, you may simply look at nominal returns. Make sure you analyse the returns over a given period, and then split into sub-periods, eg. during a crisis, vs. normal times.