SeriesMagCorrSyncOverlapThrough
Correlation
+54%
of values
In sync
53%
of periods
History
587
days · through 2026-03-01
These move in the same direction about 53% of the time
Their swing sizes loosely line up (~29% of the pattern is shared).
Roughly random — these don't track each other in a meaningful way.
Time Series
Both lines start at the same point — easy to compare when growth rates are similar.
What to Watch
Tighter in drawdowns
The relationship is stronger when both prices are falling than when both are rising — typical risk-off behaviour.
Swings around
Their relationship swings around — sometimes tight, sometimes loose. Don't trust a single snapshot.
Advanced
Statistics
In sync(i)
53.2%
Headline metric
Movement correlation(i)
+54%
Based on values
95% CI
+48% → +59%
Likely range of correlation
Pipeline
Pipeline Summary
587 paired data points survived the daily window.
Raw input
671
603
Normalized
671
603
Prepared
671
603
Aligned
587
587
Invalid removed
Explore
R²(i)
28.9%
Variance explained
Significance
p < 0.001
Statistical confidence
Data points
587
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
+54%
No shift — both series at their actual dates.
587 overlapping points at this shift
Baseline
+54%
No-shift correlation, matching the main time-series chart above.
Peak shift
No shift
+54%
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
-6%
79 periods · Return correlation when both series rose
Both Falling
+36%
76 periods · Return correlation when both series fell
Diverging
-51%
94 periods · Return correlation when series moved apart
Scatter
0
A: 0 / B: 0
Duplicates removed
0
A: 0 / B: 0
Alignment drops
100
A: 84 / B: 16
Series A
Consumer Sentiment
UMCSENT
FRED · 671 raw → 671 prepared
Series B
Total Vehicle Sales
TOTALSA
FRED · 603 raw → 603 prepared
Sign agreement
100.0%
How often both values share the same sign.
Zero crossings
31
Estimated crossover points between normalized spreads.
Slope
0.0874
Linear regression slope.
Intercept
7.8933
Linear regression intercept.
Saved 2 days ago · ID: fred-totalsa_fred-umcsent_5y
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.