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Correlation
of values
-38%
In sync
of periods
74%
History
daysdays · through 2026-05-15
5,080
These move in the same direction about 74% of the time
Their swing sizes only faintly mirror each other (~14% of the pattern is shared).
A faint pattern — interesting as colour, not strong enough to act on alone.
Both lines start at the same point — easy to compare when growth rates are similar.
Advanced
Statistics
In sync(i)
74.2%
Headline metric
Movement correlation(i)
-38%
Based on values
95% CI
-40% → -36%
Pipeline
Pipeline Summary
5,080 paired data points survived the daily window.
Raw input
5,107
13,885
Normalized
5,107
13,885
Prepared
5,107
13,885
Aligned
5,080
5,080
Invalid removed
Likely range of correlation
R²(i)
14.4%
Variance explained
Significance
p < 0.001
Statistical confidence
Data points
5,080
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
-38%
No shift — both series at their actual dates.
5,080 overlapping points at this shift
Baseline
-38%
No-shift correlation, matching the main time-series chart above.
Peak shift
No shift
-38%
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
8,832
A: 27 / B: 8805
Series A
US Dollar Index
DTWEXBGS
FRED · 5,107 raw → 5,107 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
11
Estimated crossover points between normalized spreads.
Slope
-0.0034
Linear regression slope.
Intercept
1.3422
Linear regression intercept.
Saved 2 weeks ago · ID: fred-dexszus_fred-dtwexbgs_daily_5y