Loading market view
Loading market view
Loading correlations
Correlation
of values
+79%
In sync
of periods
54%
History
daysdays · through 2026-09-03
10,159
These move in the same direction about 54% of the time
When one swings, the other often swings by a similar amount (~63% 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.
Advanced
Statistics
In sync(i)
54%
Headline metric
Movement correlation(i)
+79%
Based on values
95% CI
+78% → +80%
Pipeline
Pipeline Summary
10,159 paired data points survived the daily window.
Raw input
10,205
13,962
Normalized
10,205
13,962
Prepared
10,205
13,962
Aligned
10,159
10,159
Invalid removed
Likely range of correlation
R²(i)
63%
Variance explained
Significance
p < 0.001
Statistical confidence
Data points(i)
10,159
Deep
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
+79%
No shift — both series at their actual dates.
10,159 overlapping points at this shift
Baseline
+79%
No-shift correlation, matching the main time-series chart above.
Peak shift
No shift
+79%
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.
Scatter
0
A: 0 / B: 0
Duplicates removed
0
A: 0 / B: 0
Alignment drops
3,849
A: 46 / B: 3803
Series A
Baa Corporate Bond Yield
DBAA
FRED · 10,205 raw → 10,205 prepared
Series B
USD/CHF Exchange Rate
DEXSZUS
FRED · 13,962 raw → 13,962 prepared
Sign agreement
100.0%
How often both values share the same sign.
Zero crossings
31
Estimated crossover points between normalized spreads.
Slope
0.1095
Linear regression slope.
Intercept
0.4526
Linear regression intercept.
Saved 4 months ago · ID: fred-dbaa_fred-dexszus_daily_5y