CME monthly performance report
Check CME's monthly returns, drawdown, and seasonality trends — updated every month.
CME monthly report
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Key takeaways
- CME Group (CME) closed November 2026 at $317.97, up 4.89% for the month and +12.14% over the trailing 12 months.
- Year-to-date, CME is +16.44%, outperforming the S&P 500 which has returned +10.62% YTD.
- The stock is trading +12.92% versus its 200-day moving average ($281.60), a bullish technical signal.
- Over the past three years, CME has underperformed the S&P 500 by −24.90%, with a relative strength index reading of 85.5.
- Win rate over the trailing 39 months stands at 53.8% — 21 positive months versus 18 negative months.
CME Group ended November 2026 at $317.97, posting a monthly return of +4.89%. The S&P 500 returned −0.18% over the same window, leaving relative performance at +5.07%.
The current quarter stands at +21.37% (Q4 2026 (QTD)), while medium-term trend remains constructive: price is +12.92% versus the 200-day moving average ($281.60).
Year-to-date, CME is +16.44% against SPY +10.62%, a gap of +5.81%. The stock is currently −3.40% below its 52-week high, with maximum 3-year drawdown at −33.05%.
| Period | CME | S&P 500 (SPY) | Excess return |
|---|---|---|---|
| 1 Day | +0.78% | −0.36% | +1.15% |
| 1 Week | +3.95% | +2.59% | +1.35% |
| 1 Month | +4.89% | −0.18% | +5.07% |
| 3 Months | +18.70% | −2.37% | +21.07% |
| 6 Months | +6.81% | +0.83% | +5.98% |
| YTD | +16.44% | +10.62% | +5.81% |
| 12 Months | +12.14% | +12.25% | −0.11% |
| 3 Years | +46.48% | +71.37% | −24.90% |
| Rank | Month | Return |
|---|---|---|
| #1 | Jul 2026 | +21.27% |
| #2 | Oct 2026 | +15.71% |
| #3 | Aug 2024 | +11.37% |
| #4 | Feb 2026 | +10.53% |
| #5 | Feb 2025 | +7.29% |
| Rank | Month | Return |
|---|---|---|
| #1 | Jun 2026 | −19.27% |
| #2 | Sep 2026 | −8.24% |
| #3 | Mar 2026 | −7.56% |
| #4 | May 2026 | −4.96% |
| #5 | Jun 2025 | −4.63% |
| Quarter | Return |
|---|---|
| Q3 2025 | −1.97% |
| Q4 2025 | +1.07% |
| Q1 2026 | +8.16% |
| Q2 2026 | −25.23% |
| Q3 2026 | +18.63% |
| Q4 2026 (QTD) | +21.37% |
| Year | Return |
|---|---|
| 2023 | +25.24% |
| 2024 | +10.27% |
| 2025 | +17.59% |
| 2026 | +16.44% |
| Metric | Value |
|---|---|
| 52-Week High | $329.16 (2026-03-03) |
| 52-Week Low | $218.33 (2026-06-29) |
| Current Price | $317.97 |
| 200-Day Moving Average | $281.60 |
| Price vs 200DMA | +12.92% |
| 3-Year Maximum Drawdown | −33.05% (2026-06-29) |
| Current Drawdown from 52W High | −3.40% |
| RS metric | Value |
|---|---|
| RS Index (3-year, rebased to 100) | 85.5 |
| 3-Year Excess Return vs S&P 500 | −24.90% |
| RS Peak | 104.2 (Apr 2025) |
| RS Trough | 59.8 (Jun 2026) |
| Status | Underperforming Benchmark |
Frequently asked questions
What was CME's return for this report period?
CME returned +4.89% in the latest monthly window ending 2026-11-13.
Has CME outperformed SPY year to date?
YTD CME: +16.44% vs SPY: +10.62%.
What is CME's 12-month return?
+12.14% over the trailing 12 months.
Is CME above or below its 200-day moving average?
Price is +12.92% versus 200DMA ($281.60).
What is the maximum drawdown in the 3-year window?
−33.05% on 2026-06-29.