Correlation
of values
+91%
In sync
of periods
54%
History
daysdays · through 2026-01-01
293
These move in the same direction about 54% of the time
When one swings, the other almost always swings by a closely matched amount (~83% of the pattern is shared).
Roughly random — these don't track each other in a meaningful way.
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.
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Advanced
Statistics
In sync(i)
54.0%
Headline metric
Movement correlation(i)
+91%
Based on values
95% CI
+89% → +93%
Pipeline
Pipeline Summary
293 paired data points survived the daily window.
Raw input
352
879
Normalized
352
879
Prepared
352
879
Aligned
293
293
Invalid removed
Likely range of correlation
R²(i)
82.6%
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
+91%
No shift — both series at their actual dates.
293 overlapping points at this shift
Baseline
+91%
No-shift correlation, matching the main time-series chart above.
Peak shift
No shift
+91%
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
+21%
133 periods · Return correlation when both series rose
Both Falling
N/A
0 periods · Return correlation when both series fell
Diverging
-59%
116 periods · Return correlation when series moved apart
Scatter
0
A: 0 / B: 0
Duplicates removed
0
A: 0 / B: 0
Alignment drops
645
A: 59 / B: 586
Series A
Potential GDP
GDPPOT
FRED · 352 raw → 352 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
1
Estimated crossover points between normalized spreads.
Slope
0.0081
Linear regression slope.
Intercept
9.5271
Linear regression intercept.
Saved 2 days ago · ID: fred-cusr0000seta02_fred-gdppot_5y
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Top 10 by absolute correlation
Ranked across both sides of this comparison using the same dense row format as the single-symbol correlations view.