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Correlation
of values
+83%
In sync
of periods
54%
History
daysdays · through 2026-05-15
12,296
These move in the same direction about 54% of the time
When one swings, the other often swings by a similar amount (~69% of the pattern is shared).
Roughly random — these don't track each other in a meaningful way.
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)
54.0%
Headline metric
Movement correlation(i)
+83%
Based on values
95% CI
+82% → +83%
Pipeline
Pipeline Summary
12,296 paired data points survived the daily window.
Raw input
12,311
13,885
Normalized
12,311
13,885
Prepared
12,311
13,885
Aligned
12,296
12,296
Invalid removed
Likely range of correlation
R²(i)
68.5%
Variance explained
Significance
p < 0.001
Statistical confidence
Data points
12,296
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
+83%
No shift — both series at their actual dates.
12,296 overlapping points at this shift
Baseline
+83%
No-shift correlation, matching the main time-series chart above.
Peak shift
No shift
+83%
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
1,604
A: 15 / B: 1589
Series A
30Y Treasury Yield
DGS30
FRED · 12,311 raw → 12,311 prepared
Series B
USD/CHF Exchange Rate
DEXSZUS
FRED · 13,885 raw → 13,885 prepared
Sign agreement
100.0%
How often both values share the same sign.
Zero crossings
33
Estimated crossover points between normalized spreads.
Slope
0.1188
Linear regression slope.
Intercept
0.6307
Linear regression intercept.
Saved 2 weeks ago · ID: fred-dexszus_fred-dgs30_daily_5y