SeriesMagCorrSyncOverlapThrough
Correlation
+52%
of values
In sync
59%
of periods
History
65
days · through 2024-01-01
These move in the same direction about 59% of the time
Their swing sizes loosely line up (~27% of the pattern is shared).
A real but noisy link — useful as context, risky as a standalone signal.
Time Series
Both lines start at the same point — easy to compare when growth rates are similar.
What to Watch
Inflation, consumer prices moves ~3 days before Aaa Corporate Bond Yield
Watch Inflation, consumer prices for an early read on Aaa Corporate Bond Yield.
Tighter in drawdowns
The relationship is stronger when both prices are falling than when both are rising — typical risk-off behaviour.
Advanced
Statistics
In sync(i)
59.4%
Headline metric
Movement correlation(i)
+52%
Based on values
95% CI
+32% → +68%
Likely range of correlation
Pipeline
Pipeline Summary
65 paired data points survived the daily window.
Raw input
65
1,288
Normalized
65
1,288
Prepared
65
1,288
Aligned
65
65
Invalid removed
Explore
Top 5 by absolute correlation
Ranked across both sides of this comparison using the same dense row format as the single-symbol correlations view.
R²(i)
27.4%
Variance explained
Significance
p < 0.001
Statistical confidence
Data points
65
Thin
Time-Shifted Correlation
See how correlation changes when one series is offset in time. A taller bar at a non-zero shift means the two move together better when one leads the other — that's a potential lead/lag signal.
Correlation by shift
Click a bar to inspect. Range: -6 to 6 days.
Selected shift
+3 days
Correlation at this shift
+74%
+22% stronger than no-shift baseline
Aaa Corporate Bond Yield shifted 3 days earlier. Reads: "Does Inflation, consumer prices today line up with Aaa Corporate Bond Yield 3 days from now?"
62 overlapping points at this shift
Baseline
+52%
No-shift correlation, matching the main time-series chart above.
Peak shift
+3 days
+74%
A non-zero peak suggests one series lines up better when shifted against the other.
Do They Crash Together?
How these series behave when markets are rising, falling, or diverging. A correlation that holds in drawdowns is very different from one that only works in rallies.
Both Rising
+3%
19 periods · Return correlation when both series rose
Both Falling
+28%
19 periods · Return correlation when both series fell
Diverging
-79%
26 periods · Return correlation when series moved apart
Scatter
0
A: 0 / B: 0
Duplicates removed
0
A: 0 / B: 0
Alignment drops
1,223
A: 0 / B: 1223
Series A
Inflation, consumer prices
FPCPITOTLZGUSA
FRED · 65 raw → 65 prepared
Series B
Aaa Corporate Bond Yield
AAA
FRED · 1,288 raw → 1,288 prepared
Sign agreement
98.5%
How often both values share the same sign.
Zero crossings
11
Estimated crossover points between normalized spreads.
Slope
0.5134
Linear regression slope.
Intercept
4.8051
Linear regression intercept.
Saved yesterday · ID: fred-aaa_fred-fpcpitotlzgusa_5y