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Correlation
of values
+50%
In sync
of periods
68%
History
daysdays · through 2026-06-05
5,861
These move in the same direction about 68% of the time
Their swing sizes loosely line up (~25% 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)
68.1%
Headline metric
Movement correlation(i)
+50%
Based on values
95% CI
+48% → +52%
Pipeline
Pipeline Summary
5,861 paired data points survived the daily window.
Raw input
16,092
5,862
Normalized
16,092
5,862
Prepared
16,092
5,862
Aligned
5,861
5,861
Invalid removed
Likely range of correlation
R²(i)
24.7%
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
+50%
No shift — both series at their actual dates.
5,861 overlapping points at this shift
Baseline
+50%
No-shift correlation, matching the main time-series chart above.
Peak shift
No shift
+50%
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
5Y Treasury Yield
DGS5
FRED · 16,092 raw → 16,092 prepared
Series B
5Y Breakeven Inflation
T5YIE
FRED · 5,862 raw → 5,862 prepared
Sign agreement
99.0%
How often both values share the same sign.
Zero crossings
40
Estimated crossover points between normalized spreads.
Slope
0.2152
Linear regression slope.
Intercept
1.4192
Linear regression intercept.
Saved last month · ID: fred-dgs5_fred-t5yie_daily_5y