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Correlation
of values
+94%
In sync
of periods
89%
History
daysdays · through 2026-07-06
5,880
These move in the same direction about 89% of the time
When one swings, the other almost always swings by a closely matched amount (~88% 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)
89%
Headline metric
Movement correlation(i)
+94%
Based on values
95% CI
N/A
Pipeline
Pipeline Summary
5,880 paired data points survived the daily window.
Raw input
16,111
5,880
Normalized
16,111
5,880
Prepared
16,111
5,880
Aligned
5,880
5,880
Invalid removed
Likely range
R²(i)
88%
Variance explained
Significance
N/A
Statistical confidence
Data points(i)
5,880
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
+94%
No shift — both series at their actual dates.
5,880 overlapping points at this shift
Baseline
+94%
No-shift correlation, matching the main time-series chart above.
Peak shift
No shift
+94%
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: 10231 / B: 0
Series A
10Y Treasury Yield
DGS10
FRED · 16,111 raw → 16,111 prepared
Series B
10Y Real Yield
DFII10
FRED · 5,880 raw → 5,880 prepared
Sign agreement
83.7%
How often both values share the same sign.
Zero crossings
101
Estimated crossover points between normalized spreads.
Slope
0.8294
Linear regression slope.
Intercept
-1.5784
Linear regression intercept.
Saved 3 months ago · ID: fred-dfii10_fred-dgs10_daily_5y