Correlation Matrix
A heatmap of Pearson correlation coefficients over daily returns of your top 15 positions (by current value). Values near +1 mean positions move together, near 0 means independent, negative means they move in opposite directions. Computed over 6-month to all-time windows at your choice, over the intersection of available trading days.
About correlation
Diagonal is always 1 (a series correlates perfectly with itself). Correlation is symmetric — A×B equals B×A. Cells with fewer than 10 overlapping trading days show '—' instead of a coefficient since statistical inference on tiny samples is unreliable. Prices are fetched via FMP; the same cache used across Benchmarks and other pages.
- Pearson correlation over daily returns
- Top 15 positions by current value
- 6M / YTD / 1Y / 3Y / All periods
- Colorblind-friendly diverging palette
- Minimum 10-day overlap requirement for reliability
- Hover any cell for the pair + sample size
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By Marco B. ·