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Correlation
of values
+43%
In sync
of periods
68%
History
daysdays · through 2026-09-04
5,924
These move in the same direction about 68% of the time
Their swing sizes loosely line up (~18% 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)
68%
Headline metric
Movement correlation(i)
+43%
Based on values
95% CI
+41% → +45%
Pipeline
Pipeline Summary
5,924 paired data points survived the daily window.
Raw input
16,155
5,925
Normalized
16,155
5,925
Prepared
16,155
5,925
Aligned
5,924
5,924
Invalid removed
Likely range of correlation
R²(i)
18%
Variance explained
Significance
p < 0.001
Statistical confidence
Data points(i)
5,924
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
+43%
No shift — both series at their actual dates.
5,924 overlapping points at this shift
Baseline
+43%
No-shift correlation, matching the main time-series chart above.
Peak shift
No shift
+43%
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
10,232
A: 10231 / B: 1
Series A
10Y Treasury Yield
DGS10
FRED · 16,155 raw → 16,155 prepared
Series B
5Y Breakeven Inflation
T5YIE
FRED · 5,925 raw → 5,925 prepared
Sign agreement
99.0%
How often both values share the same sign.
Zero crossings
38
Estimated crossover points between normalized spreads.
Slope
0.2117
Linear regression slope.
Intercept
1.3080
Linear regression intercept.
Saved 4 months ago · ID: fred-dgs10_fred-t5yie_daily_5y