Correlation
+95%
of values
In sync
56%
of periods
History
293
days · through 2026-01-01
These move in the same direction about 56% of the time
When one swings, the other almost always swings by a closely matched amount (~89% of the pattern is shared).
A faint pattern — interesting as colour, not strong enough to act on alone.
Time Series
Both lines start at the same point — easy to compare when growth rates are similar.
What to Watch
Flips between sync and inverse
Sometimes the two move together, sometimes opposite. Don't treat this as a stable signal.
Advanced
Statistics
In sync(i)
56.1%
Headline metric
Movement correlation(i)
+95%
Based on values
95% CI
+93% → +96%
Pipeline
Pipeline Summary
293 paired data points survived the daily window.
Raw input
317
879
Normalized
317
879
Prepared
317
879
Aligned
293
293
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)
89.3%
Variance explained
Significance
p < 0.001
Statistical confidence
Data points
293
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
+95%
No shift — both series at their actual dates.
293 overlapping points at this shift
Baseline
+95%
No-shift correlation, matching the main time-series chart above.
Peak shift
No shift
+95%
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
+63%
134 periods · Return correlation when both series rose
Both Falling
N/A
4 periods · Return correlation when both series fell
Diverging
-62%
111 periods · Return correlation when series moved apart
Scatter
0
A: 0 / B: 0
Duplicates removed
0
A: 0 / B: 0
Alignment drops
610
A: 24 / B: 586
Series A
Gross Domestic Product: Implicit Price Deflator
GDPDEF
FRED · 317 raw → 317 prepared
Series B
CPI: Used Cars & Trucks
CUSR0000SETA02
FRED · 879 raw → 879 prepared
Sign agreement
100.0%
How often both values share the same sign.
Zero crossings
5
Estimated crossover points between normalized spreads.
Slope
1.5403
Linear regression slope.
Intercept
11.0412
Linear regression intercept.
Saved yesterday · ID: fred-cusr0000seta02_fred-gdpdef_5y