diff --git a/cmd/lotus-bench/import.go b/cmd/lotus-bench/import.go
index b38661983..f6a07ca05 100644
--- a/cmd/lotus-bench/import.go
+++ b/cmd/lotus-bench/import.go
@@ -321,8 +321,8 @@ func (cov1 *covar) A() float64 {
 func (cov1 *covar) B() float64 {
 	return cov1.meanY - cov1.meanX*cov1.A()
 }
-func (cov1 *covar) Coerrel() float64 {
-	return cov1.Covariance() / cov1.VarianceX() / cov1.VarianceY()
+func (cov1 *covar) Correl() float64 {
+	return cov1.Covariance() / cov1.StddevX() / cov1.StddevY()
 }
 
 type meanVar struct {
@@ -586,7 +586,7 @@ var importAnalyzeCmd = &cli.Command{
 			fmt.Printf("%s: incr by %f~%f; tt %f~%f\n", k, s.gasRatio.Mean(), s.gasRatio.Stddev(),
 				s.timeTaken.Mean(), s.timeTaken.Stddev())
 			if s.extraCovar != nil {
-				fmt.Printf("\t correll: %f, tt = %f * extra + %f\n", s.extraCovar.Coerrel(),
+				fmt.Printf("\t correll: %f, tt = %f * extra + %f\n", s.extraCovar.Correl(),
 					s.extraCovar.A(), s.extraCovar.B())
 				fmt.Printf("\t extra: %f~%f\n", s.extraCovar.meanX, s.extraCovar.StddevX())
 			}
diff --git a/cmd/lotus-bench/stats_test.go b/cmd/lotus-bench/stats_test.go
index a8cb985a1..16caf3f7e 100644
--- a/cmd/lotus-bench/stats_test.go
+++ b/cmd/lotus-bench/stats_test.go
@@ -33,13 +33,15 @@ func TestCovar(t *testing.T) {
 		maxJ := rng.Intn(1000) + 500
 		for j := 0; j < maxJ; j++ {
 			x := rng.NormFloat64()*5 + 500
-			ss[i].AddPoint(x, x*(rng.NormFloat64()/10+2)-rng.NormFloat64()-1000)
+			ss[i].AddPoint(x, x*2-1000)
 		}
-		t.Logf("covar: %f, y = %f*x+%f @%.0f", ss[i].Covariance(), ss[i].A(), ss[i].B(), ss[i].n)
+		t.Logf("corell: %f, y = %f*x+%f @%.0f", ss[i].Correl(), ss[i].A(), ss[i].B(), ss[i].n)
+		t.Logf("\txVar: %f yVar: %f covar: %f", ss[i].StddevX(), ss[i].StddevY(), ss[i].Covariance())
 	}
 	out := &covar{}
 	for i := 0; i < N; i++ {
 		out.Combine(ss[i])
-		t.Logf("combine: covar: %f, y = %f*x+%f", ss[i].Covariance(), ss[i].A(), ss[i].B())
+		t.Logf("combine: corell: %f, y = %f*x+%f", out.Correl(), out.A(), out.B())
+		t.Logf("\txVar: %f yVar: %f covar: %f", out.StddevX(), out.StddevY(), out.Covariance())
 	}
 }