CME monthly performance report
Check CME's monthly returns, drawdown, and seasonality trends — updated every month.
CME monthly report
—
Key takeaways
- CME Group (CME) closed September 2026 at $276.01, down 3.32% for the month and +5.92% over the trailing 12 months.
- Year-to-date, CME is +1.07%, underperforming the S&P 500 which has returned +11.70% YTD.
- The stock is trading −1.05% versus its 200-day moving average ($278.94), a cautious technical signal.
- Over the past three years, CME has underperformed the S&P 500 by −38.07%, with a relative strength index reading of 77.8.
- Win rate over the trailing 39 months stands at 53.8% — 21 positive months versus 18 negative months.
CME Group ended September 2026 at $276.01, posting a monthly return of −3.32%. The S&P 500 returned −0.70% over the same window, leaving relative performance at −2.63%.
The current quarter stands at +24.99% (Q3 2026 (QTD)), while medium-term trend remains soft: price is −1.05% versus the 200-day moving average ($278.94).
Year-to-date, CME is +1.07% against SPY +11.70%, a gap of −10.62%. The stock is currently −16.15% below its 52-week high, with maximum 3-year drawdown at −33.05%.
| Period | CME | S&P 500 (SPY) | Excess return |
|---|---|---|---|
| 1 Day | +1.79% | −0.12% | +1.91% |
| 1 Week | +0.17% | −0.34% | +0.51% |
| 1 Month | −3.32% | −0.70% | −2.63% |
| 3 Months | +5.51% | +2.80% | +2.71% |
| 6 Months | −11.36% | +13.85% | −25.21% |
| YTD | +1.07% | +11.70% | −10.62% |
| 12 Months | +5.92% | +15.01% | −9.10% |
| 3 Years | +33.63% | +71.69% | −38.07% |
| Rank | Month | Return |
|---|---|---|
| #1 | Jul 2026 | +21.27% |
| #2 | Aug 2024 | +11.37% |
| #3 | Feb 2026 | +10.53% |
| #4 | Jul 2023 | +7.38% |
| #5 | Feb 2025 | +7.29% |
| Rank | Month | Return |
|---|---|---|
| #1 | Jun 2026 | −19.27% |
| #2 | Mar 2026 | −7.56% |
| #3 | May 2026 | −4.96% |
| #4 | Jun 2025 | −4.63% |
| #5 | Aug 2025 | −4.23% |
| Quarter | Return |
|---|---|
| Q2 2025 | +3.89% |
| Q3 2025 | −1.97% |
| Q4 2025 | +1.07% |
| Q1 2026 | +8.16% |
| Q2 2026 | −25.23% |
| Q3 2026 (QTD) | +24.99% |
| Year | Return |
|---|---|
| 2023 | +25.24% |
| 2024 | +10.27% |
| 2025 | +17.59% |
| 2026 | +1.07% |
| Metric | Value |
|---|---|
| 52-Week High | $329.16 (2026-03-03) |
| 52-Week Low | $218.33 (2026-06-29) |
| Current Price | $276.01 |
| 200-Day Moving Average | $278.94 |
| Price vs 200DMA | −1.05% |
| 3-Year Maximum Drawdown | −33.05% (2026-06-29) |
| Current Drawdown from 52W High | −16.15% |
| RS metric | Value |
|---|---|
| RS Index (3-year, rebased to 100) | 77.8 |
| 3-Year Excess Return vs S&P 500 | −38.07% |
| RS Peak | 112.2 (Oct 2023) |
| RS Trough | 63.4 (Jun 2026) |
| Status | Underperforming Benchmark |
Frequently asked questions
What was CME's return for this report period?
CME returned −3.32% in the latest monthly window ending 2026-09-18.
Has CME outperformed SPY year to date?
YTD CME: +1.07% vs SPY: +11.70%.
What is CME's 12-month return?
+5.92% over the trailing 12 months.
Is CME above or below its 200-day moving average?
Price is −1.05% versus 200DMA ($278.94).
What is the maximum drawdown in the 3-year window?
−33.05% on 2026-06-29.