Correlation & Covariance Matrix Generator
Enter Historical Return Series
- Enter returns for 2 to 4 assets. Leave unused asset fields blank.
- Returns should be numbers (e.g., for 2.5%, enter
2.5). - Separate each return value with a comma (e.g.,
1.2, -0.5, 2.0). - Ensure all used series have the same number of data points (periods).
- A minimum of 3 data points per series is recommended.
- Optional: Provide a custom label for each asset.
Calculated Matrices
Covariance Matrix:
Correlation Matrix:
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