SeriesMagCorrSyncOverlapThrough
Correlation
+31%
of values
In sync
49%
of periods
History
494
days · through 2026-03-01
These move in the same direction about 49% of the time
Their swing sizes only faintly line up (~10% of the pattern is shared).
Roughly random — these don't track each other in a meaningful way.
Time Series
On a log scale so equal % moves take equal vertical space — best when one series has grown much faster than the other.
What to Watch
Swings around
Their relationship swings around — sometimes tight, sometimes loose. Don't trust a single snapshot.
Advanced
Statistics
In sync(i)
49.5%
Headline metric
Movement correlation(i)
+31%
Based on values
95% CI
+23% → +39%
Pipeline
Pipeline Summary
494 paired data points survived the daily window.
Raw input
830
15,098
Normalized
830
15,098
Prepared
830
15,098
Aligned
494
494
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.
Likely range of correlation
R²(i)
9.6%
Variance explained
Significance
p < 0.001
Statistical confidence
Data points
494
Robust
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
No shift
Correlation at this shift
+31%
No shift — both series at their actual dates.
494 overlapping points at this shift
Baseline
+31%
No-shift correlation, matching the main time-series chart above.
Peak shift
No shift
+31%
A non-zero peak suggests one series lines up better when shifted against the other.
Stability
How the correlation evolves over time. A stable line means the relationship is reliable; large swings signal regime-dependent behavior.
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
+1%
123 periods · Return correlation when both series rose
Both Falling
N/A
0 periods · Return correlation when both series fell
Diverging
-7%
126 periods · Return correlation when series moved apart
Scatter
0
A: 0 / B: 0
Duplicates removed
0
A: 0 / B: 0
Alignment drops
14,940
A: 336 / B: 14604
Series A
US Core CPI
CPILFESL
FRED · 830 raw → 830 prepared
Series B
US Economic Policy Uncertainty
USEPUINDXD
FRED · 15,098 raw → 15,098 prepared
Sign agreement
100.0%
How often both values share the same sign.
Zero crossings
142
Estimated crossover points between normalized spreads.
Slope
0.5575
Linear regression slope.
Intercept
13.6155
Linear regression intercept.
Saved yesterday · ID: fred-cpilfesl_fred-usepuindxd_5y