A Correlation Window opens and shows that you can correlate the Time Line window with the Call Nesting window that is open.

Correlation is useful because some events are easier to find in one window, but the information in another window may be more relevant to what you are analyzing. By locating the event in one window, the correlation facility will locate the same event in another window of your choice. 

The Performance Analyzer provides correlation for the three time-scaled  windows: Call Nesting, Execution Density, and Time Line.