The ability to measure real-time fluctuations of ultrashort pulses propagating in optical fiber has provided significant insights into fundamental dynamical effects such as modulation instability and the formation of frequency-shifting rogue wave solitons. We report here a detailed study of real-time fluctuations across the full bandwidth of a fiber supercontinuum which directly reveals the significant variation in measured noise statistics across the spectrum, and which allows us to study correlations between widely separated spectral components. For two different propagation distances corresponding to the onset phase of spectral broadening and the fully-developed supercontinuum, we measure real time noise across the supercontinuum bandwidth, and we quantify the supercontinuum noise using statistical higher-order moments and a frequency-dependent intensity correlation map. We identify correlated spectral regions within the supercontinuum associated with simultaneous sideband generation, as well as signatures of pump depletion and soliton-like pump dynamics. Experimental results are in excellent agreement with simulations.