Calculator
Returns Distribution Analyzer
Returns CSV → histogram, normal overlay, QQ plot, skewness, excess kurtosis, Jarque-Bera test, 3-sigma tail mass. Fat-tail diagnostics. Browser-only. Free.
- Inputs
- Form inputs / CSV
- Runtime
- Instant
- Privacy
- Client-side · no upload
- API key
- Not required
- Methodology
- Open →
1 · Upload a returns CSV
Format: date,returns. One numeric column (the first non-date column) is analyzed. Simple or log returns both work; the tool is scale-invariant. Everything runs in your browser.
What this tool computes
Visualise the shape of your return distribution and quantify its deviation from normality — the precondition most risk metrics (Sharpe, VaR, parametric CVaR) quietly assume. Load the synthetic demo to see a heavy-tailed example, or upload your own returns.
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