Correlation
of values
+75%
In sync
of periods
53%
History
monthsmonths · through 2026-03
639
These move in the same direction about 53% of the time
When one swings, the other often swings by a similar amount (~57% of the pattern is shared).
Roughly random — these don't track each other in a meaningful way.
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
Unusual right now
Recently looser than usual — the pair is behaving differently than its long-run pattern.
Holds in both up and down markets
The relationship is similar whether prices are rising or falling — reliable in both directions.
Flips between sync and inverse
Sometimes the two move together, sometimes opposite. Don't treat this as a stable signal.
Explore
Advanced
Statistics
In sync(i)
52.6%
Headline metric
Movement correlation(i)
+75%
Based on values
95% CI
+72% → +78%
Likely range of correlation
Pipeline
Pipeline Summary
639 paired data points survived the monthly window.
Raw input
879
13,010
Normalized
879
13,010
Prepared
879
640
Aligned
639
639
Invalid removed
R²(i)
56.7%
Variance explained
Significance
p < 0.001
Statistical confidence
Data points
639
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: -18 to 18 months.
Selected shift
No shift
Correlation at this shift
+75%
No shift — both series at their actual dates.
639 overlapping points at this shift
Baseline
+75%
No-shift correlation, matching the main time-series chart above.
Peak shift
No shift
+75%
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
-3%
103 periods · Return correlation when both series rose
Both Falling
-10%
31 periods · Return correlation when both series fell
Diverging
-39%
115 periods · Return correlation when series moved apart
Scatter
0
A: 0 / B: 0
Duplicates removed
0
A: 0 / B: 0
Alignment drops
241
A: 240 / B: 1
Series A
CPI: Used Cars & Trucks
CUSR0000SETA02
FRED · 879 raw → 879 prepared
Series B
USD/LKR Exchange Rate
DEXSLUS
FRED · 13,010 raw → 640 prepared
Sign agreement
100.0%
How often both values share the same sign.
Zero crossings
8
Estimated crossover points between normalized spreads.
Slope
1.5535
Linear regression slope.
Intercept
-104.1283
Linear regression intercept.
Saved 4 days ago · ID: fred-cusr0000seta02_fred-dexslus_5y
Explore
Top 10 by absolute correlation
Ranked across both sides of this comparison using the same dense row format as the single-symbol correlations view.