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Correlation
of values
+85%
In sync
of periods
84%
History
daysdays · through 2026-09-03
5,918
These move in the same direction about 84% of the time
When one swings, the other almost always swings by a closely matched amount (~73% of the pattern is shared).
Strong enough to use as a signal — check the stability and regime notes below before relying on it.
Both lines start at the same point — easy to compare when growth rates are similar.
Advanced
Statistics
In sync(i)
84%
Headline metric
Movement correlation(i)
+85%
Based on values
95% CI
+85% → +86%
Pipeline
Pipeline Summary
5,918 paired data points survived the daily window.
Raw input
5,924
10,205
Normalized
5,924
10,205
Prepared
5,924
10,205
Aligned
5,918
5,918
Invalid removed
Likely range of correlation
R²(i)
73%
Variance explained
Significance
p < 0.001
Statistical confidence
Data points(i)
5,918
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
+85%
No shift — both series at their actual dates.
5,918 overlapping points at this shift
Baseline
+85%
No-shift correlation, matching the main time-series chart above.
Peak shift
No shift
+85%
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
4,293
A: 6 / B: 4287
Series A
10Y Real Yield
DFII10
FRED · 5,924 raw → 5,924 prepared
Series B
Baa Corporate Bond Yield
DBAA
FRED · 10,205 raw → 10,205 prepared
Sign agreement
83.9%
How often both values share the same sign.
Zero crossings
73
Estimated crossover points between normalized spreads.
Slope
0.9395
Linear regression slope.
Intercept
4.5736
Linear regression intercept.
Saved 4 months ago · ID: fred-dbaa_fred-dfii10_daily_5y