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Correlation
of values
+74%
In sync
of periods
81%
History
daysdays · through 2026-06-05
5,861
These move in the same direction about 81% of the time
When one swings, the other often swings by a similar amount (~55% 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)
80.6%
Headline metric
Movement correlation(i)
+74%
Based on values
95% CI
+73% → +76%
Pipeline
Pipeline Summary
5,861 paired data points survived the daily window.
Raw input
12,500
5,861
Normalized
12,500
5,861
Prepared
12,500
5,861
Aligned
5,861
5,861
Invalid removed
Likely range of correlation
R²(i)
55.4%
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
+74%
No shift — both series at their actual dates.
5,861 overlapping points at this shift
Baseline
+74%
No-shift correlation, matching the main time-series chart above.
Peak shift
No shift
+74%
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
6,639
A: 6639 / B: 0
Series A
2Y Treasury Yield
DGS2
FRED · 12,500 raw → 12,500 prepared
Series B
10Y Real Yield
DFII10
FRED · 5,861 raw → 5,861 prepared
Sign agreement
83.7%
How often both values share the same sign.
Zero crossings
43
Estimated crossover points between normalized spreads.
Slope
0.4629
Linear regression slope.
Intercept
0.0489
Linear regression intercept.
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