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Correlation
of values
+70%
In sync
of periods
73%
History
daysdays · through 2026-06-05
5,861
These move in the same direction about 73% of the time
When one swings, the other often swings by a similar amount (~48% 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)
73.1%
Headline metric
Movement correlation(i)
+70%
Based on values
95% CI
+68% → +71%
Pipeline
Pipeline Summary
5,861 paired data points survived the daily window.
Raw input
5,861
16,092
Normalized
5,861
16,092
Prepared
5,861
16,092
Aligned
5,861
5,861
Invalid removed
Likely range of correlation
R²(i)
48.4%
Variance explained
Significance
p < 0.001
Statistical confidence
Data points
5,861
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
+70%
No shift — both series at their actual dates.
5,861 overlapping points at this shift
Baseline
+70%
No-shift correlation, matching the main time-series chart above.
Peak shift
No shift
+70%
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
10,231
A: 0 / B: 10231
Series A
10Y Real Yield
DFII10
FRED · 5,861 raw → 5,861 prepared
Series B
1Y Treasury Yield
DGS1
FRED · 16,092 raw → 16,092 prepared
Sign agreement
83.7%
How often both values share the same sign.
Zero crossings
47
Estimated crossover points between normalized spreads.
Slope
1.2380
Linear regression slope.
Intercept
0.6718
Linear regression intercept.
Saved last month · ID: fred-dfii10_fred-dgs1_daily_5y