Bloomberg-level analytics with statistical significance, cointegration testing, and enterprise-grade exports.
Compare Tool is your Bloomberg Terminal for macro analysis. Select up to 10 datasets — inflation, growth, rates, equities, commodities — and get enterprise-grade analytics including statistical significance testing, cointegration analysis, lead/lag detection, custom calculations, and publication-ready exports.
Answer sophisticated questions like "Are CPI and core PCE cointegrated?" or "What's the optimal lag between Fed rate changes and inflation?" or "Is the correlation between unemployment and GDP statistically significant?" with p-values, confidence intervals, and econometric rigor.
No more Excel gymnastics. Compare Tool delivers interactive charts, advanced statistical tests, multiple visualization types (line, scatter, distribution), high-resolution exports (300 DPI), and shareable URLs — all with a Bloomberg-inspired dark theme and professional polish.
Up to 10 simultaneous datasets
Compare up to 10 time series at once with auto-scaling, normalized views, and percent change calculations. 10 distinct colors for easy identification.
Multiple chart types
Line charts for time series, scatter plots for correlation visualization, and distribution/area charts for relative contributions.
Advanced transformations
Normalization to base 100, log scale, percent change, YoY/MoM/QoQ growth rates, and spread analysis with one-click toggles.
Risk metrics
Volatility (standard deviation), Sharpe ratio for risk-adjusted returns, and maximum drawdown calculations with toggle panel.
Statistical significance testing
P-values for all correlations using Student's t-distribution. 95% confidence intervals via Fisher Z-transform. Significance markers (* for p < 0.05) in correlation matrix.
Lead/lag cross-correlation
Identifies which series leads the other at lags from -12 to +12 months. Visual chart shows peak correlation and optimal predictive lag.
Cointegration testing
Engle-Granger two-step test for long-term equilibrium relationships. Shows ADF statistic, critical values, and regression parameters (α, β).
Rolling correlation windows
12-month or 60-month rolling correlation with time-series visualization. See how relationships evolve across economic regimes.
Custom calculations
Create spreads (A - B) or ratios (A / B) between datasets. Results displayed as additional series on chart with distinct styling.
Data interpolation
Handle missing data with linear interpolation, forward fill, or backward fill. Ensures continuous analysis across gaps.
Custom date ranges
Precise start/end date inputs alongside quick zoom buttons (1Y, 5Y, MAX). Focus on specific periods or economic events.
Outlier removal
5-sigma filter removes statistical outliers that could skew correlation analysis. Toggle on/off with visual feedback.
High-resolution PNG exports (300 DPI)
Export charts at 3x resolution for publication-ready quality. Perfect for presentations, reports, and client deliverables.
Enhanced CSV exports
Export aligned data with metadata, correlations, risk metrics (volatility, Sharpe, max drawdown), and CAGR calculations in one file.
Shareable URLs
All settings (datasets, transformations, date ranges, chart types) encoded in URL. Share exact configurations with team members.
Copy to clipboard
One-click copy of chart image or URL. Paste directly into reports, emails, or Slack. Fast workflow for team collaboration.
Keyboard shortcuts
N (normalize), L (log scale), G (gridlines), R (remove outliers), Cmd+S (export CSV). Power user optimized.
Dataset visibility toggles
Hide/show individual datasets without removing them. Useful for comparing subsets while keeping configuration intact.
Chart height customization
Three size presets (S/M/L) from 320px to 600px. Optimize for screen space or deep analysis needs.
Bloomberg-inspired dark theme
Slate-950 background with violet accents. Professional terminal aesthetic reduces eye strain during extended analysis sessions.
Cointegration Analysis: Test if S&P 500 and nominal GDP are cointegrated using Engle-Granger method. Get ADF statistic, critical values, and regression parameters (β, α). If cointegrated, the relationship equation shows: GDP ≈ α + β × S&P500. Perfect for long-term equilibrium modeling.
Lead/Lag Detection: Compare Fed Funds Rate with Core PCE inflation using cross-correlation at -12 to +12 month lags. Discover that Fed rate leads inflation by 6 months (peak correlation at +6 lag). Validate monetary policy transmission mechanisms with statistical confidence.
Yield Curve with Statistical Significance: Create custom spread (10Y - 2Y) between Treasury yields. Check correlation matrix for statistical significance (p-values). Export 300 DPI PNG with recession shading for client presentation. Correlation marked with * shows p < 0.05 confidence.
Multi-Country Growth Comparison: Compare 5 countries' GDP growth rates simultaneously. Apply linear interpolation for missing data. Switch to scatter plot to visualize correlation. Check statistical significance of each pair in correlation matrix. Export enhanced CSV with risk metrics for deeper analysis.
Risk-Adjusted Asset Analysis: Compare 3 asset classes (stocks, bonds, commodities) with risk metrics enabled. View volatility, Sharpe ratio, and maximum drawdown side-by-side. Create custom ratio (stocks/bonds) to analyze relative performance. Use keyboard shortcuts (N for normalize) for quick transformations.
Publication-Ready Research: Overlay 8 macro indicators with custom date range (2000-2024). Switch to distribution/area chart for relative contribution view. Apply data interpolation to handle gaps. Export as 300 DPI PNG. Save URL for team collaboration. Total workflow time: 5 minutes. Bloomberg Terminal alternative at fraction of cost.
A hedge fund analyst is testing the hypothesis: "Fed rate hikes lead to equity volatility spikes with a 6-month lag." She needs statistical rigor, not correlations alone.
She opens Compare Tool, selects Fed Funds Rate and VIX Index, sets date range to 1990–2024. She runs lead/lag cross-correlation analysis and discovers peak correlation at +6 months (Fed rate changes precede VIX spikes by 6 months).
Next, she checks statistical significance in the correlation matrix: correlation = 0.68, p-value = 0.002 (highly significant, marked with *). She switches to scatter plot to visualize the relationship, then creates a custom ratio (VIX / Fed Rate) to analyze relative volatility sensitivity.
She enables risk metrics to see VIX volatility and Sharpe ratios, applies linear interpolation for missing data, and exports a 300 DPI PNG for the investment committee presentation.
Finally, she saves the URL and shares it with the portfolio manager. He opens the exact same configuration instantly and adds his own analysis.
Result: Hypothesis validated with 99.8% confidence (p = 0.002). 6-month predictive lag identified. Publication-ready chart exported. Team collaboration via shareable URL. Total time: 8 minutes.
Get Bloomberg-level statistical rigor at 1/200th the cost. Perfect for hedge funds, research teams, and independent analysts who need institutional-grade analytics without the Bloomberg price tag.
Available on Starter ($29/mo), Pro ($49/mo), Team ($199/mo), and Enterprise plans. Free users can see the feature but cannot create comparisons or export charts.
