SeriesMagCorrSyncOverlapThrough
Correlation
+54%
of values
In sync
64%
of periods
History
5,836
days · through 2026-04-30
These move in the same direction about 64% of the time
Their swing sizes loosely line up (~29% of the pattern is shared).
A real but noisy link — useful as context, risky as a standalone signal.
Time Series
Both lines start at the same point — easy to compare when growth rates are similar.
What to Watch
Holds in both up and down markets
The relationship is similar whether prices are rising or falling — reliable in both directions.
Mostly stable
The relationship drifts a little but stays in the same neighbourhood.
Advanced
Statistics
In sync(i)
64.0%
Headline metric
Movement correlation(i)
+54%
Based on values
95% CI
+52% → +56%
Likely range of correlation
Pipeline
Pipeline Summary
5,836 paired data points survived the daily window.
Raw input
5,837
12,297
Normalized
5,837
12,297
Prepared
5,837
12,297
Aligned
5,836
5,836
Invalid removed
Explore
R²(i)
29.1%
Variance explained
Significance
p < 0.001
Statistical confidence
Data points
5,836
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
+54%
No shift — both series at their actual dates.
5,836 overlapping points at this shift
Baseline
+54%
No-shift correlation, matching the main time-series chart above.
Peak shift
No shift
+54%
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
+34%
111 periods · Return correlation when both series rose
Both Falling
+49%
111 periods · Return correlation when both series fell
Diverging
-74%
27 periods · Return correlation when series moved apart
Scatter
0
A: 0 / B: 0
Duplicates removed
0
A: 0 / B: 0
Alignment drops
6,462
A: 1 / B: 6461
Series A
5-Year, 5-Year Forward Inflation Expectation Rate
T5YIFR
FRED · 5,837 raw → 5,837 prepared
Series B
30Y Treasury Yield
DGS30
FRED · 12,297 raw → 12,297 prepared
Sign agreement
100.0%
How often both values share the same sign.
Zero crossings
44
Estimated crossover points between normalized spreads.
Slope
1.7337
Linear regression slope.
Intercept
-0.1995
Linear regression intercept.
Saved 2 days ago · ID: fred-dgs30_fred-t5yifr_5y
Explore
Top 5 by absolute correlation
Ranked across both sides of this comparison using the same dense row format as the single-symbol correlations view.