diff --git a/zipline/gens/cov.py b/zipline/gens/cov.py
new file mode 100644
index 00000000..eefb1c96
--- /dev/null
+++ b/zipline/gens/cov.py
@@ -0,0 +1,5 @@
+from zipline.gens.transform import EventWindowBatch
+
+class CovEventWindow(EventWindowBatch):
+    def get_value(self, prices, volumes):
+        return prices.cov()
\ No newline at end of file
diff --git a/zipline/gens/transform.py b/zipline/gens/transform.py
index bc8b716a..87371ebb 100644
--- a/zipline/gens/transform.py
+++ b/zipline/gens/transform.py
@@ -339,6 +339,6 @@ class BatchWindow(EventWindow):
 
     def __call__(self, *args, **kwargs):
         if self.updated:
-            self.cached = self.func(self.prices, self.volumes, *args, **kwargs)
+            self.cached = self.get_value(self.prices, self.volumes, *args, **kwargs)
 
         return self.cached