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Correlation
of values
+96%
In sync
of periods
91%
History
daysdays · through 2026-07-02
10,125
These move in the same direction about 91% of the time
When one swings, the other almost always swings by a closely matched amount (~92% of the pattern is shared).
Strong enough to use as a signal — check the stability and regime notes below before relying on it.
On a log scale so equal % moves take equal vertical space — best when one series has grown much faster than the other.
Advanced
Statistics
In sync(i)
91%
Headline metric
Movement correlation(i)
+96%
Based on values
95% CI
N/A
Pipeline
Pipeline Summary
10,125 paired data points survived the daily window.
Raw input
12,341
10,161
Normalized
12,341
10,161
Prepared
12,341
10,161
Aligned
10,125
10,125
Invalid removed
Likely range
R²(i)
92%
Variance explained
Significance
N/A
Statistical confidence
Data points(i)
10,125
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
+96%
No shift — both series at their actual dates.
10,125 overlapping points at this shift
Baseline
+96%
No-shift correlation, matching the main time-series chart above.
Peak shift
No shift
+96%
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
2,252
A: 2216 / B: 36
Series A
30Y Treasury Yield
DGS30
FRED · 12,341 raw → 12,341 prepared
Series B
Baa Corporate Bond Yield
DBAA
FRED · 10,161 raw → 10,161 prepared
Sign agreement
100.0%
How often both values share the same sign.
Zero crossings
135
Estimated crossover points between normalized spreads.
Slope
0.9628
Linear regression slope.
Intercept
1.9835
Linear regression intercept.
Saved 3 months ago · ID: fred-dbaa_fred-dgs30_daily_5y