Correlation Matrix
Pairwise daily-return correlations across the rated corpus — physical RWA, tokenized treasuries, secured DeFi, synthetic structured products. Four timeframes, two methods (Pearson and Spearman), 95% confidence intervals via Fisher z-transform. Refreshed daily from CoinGecko market data.
Linear correlation. Best for normally-distributed returns.
Showing 24 of 24 corpus assets.
Cells show pairwise correlation of daily log returns over the selected window.
Cells marked — are price-pegged: variance is too low to compute a meaningful correlation (typical for stablecoin and tokenized-treasury pairs).
Click any cell for the pairwise drill-down — scatter plot of returns and 90-day rolling correlation.
Data refreshed: 2026-05-04 · CoinGecko market_chart · 95% CI via Fisher z