Loading market view
Loading market view
Loading correlations
Correlation
of values
+38%
In sync
of periods
47%
History
daysdays · through 2026-06-05
5,849
These move in the same direction about 47% of the time
Their swing sizes only faintly line up (~15% 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)
46.8%
Headline metric
Movement correlation(i)
+38%
Based on values
95% CI
+36% → +41%
Pipeline
Pipeline Summary
5,849 paired data points survived the daily window.
Raw input
5,861
13,899
Normalized
5,861
13,899
Prepared
5,861
13,899
Aligned
5,849
5,849
Invalid removed
Likely range of correlation
R²(i)
14.8%
Variance explained
Significance
p < 0.001
Statistical confidence
Data points
5,849
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.
5,849 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.
Do They Crash Together?
How these series behave when markets are rising, falling, or diverging. A correlation that holds in drawdowns is very different from one that only works in rallies.
Both Rising
N/A
2 periods · Return correlation when both series rose
Both Falling
N/A
1 periods · Return correlation when both series fell
Diverging
-56%
7 periods · Return correlation when series moved apart
Scatter
0
A: 0 / B: 0
Duplicates removed
0
A: 0 / B: 0
Alignment drops
8,062
A: 12 / B: 8050
Series A
10Y Real Yield
DFII10
FRED · 5,861 raw → 5,861 prepared
Series B
GBP/USD Exchange Rate
DEXUSUK
FRED · 13,899 raw → 13,899 prepared
Sign agreement
83.7%
How often both values share the same sign.
Zero crossings
72
Estimated crossover points between normalized spreads.
Slope
0.0897
Linear regression slope.
Intercept
1.4312
Linear regression intercept.
Saved last month · ID: fred-dexusuk_fred-dfii10_daily_5y