CME monthly performance report
Monthly CME research: returns, drawdown, relative strength, seasonality, and key stats.
CME monthly report
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Key takeaways
- CME Group (CME) closed September 2026 at $281.29, down 1.47% for the month and +5.18% over the trailing 12 months.
- Year-to-date, CME is +3.01%, underperforming the S&P 500 which has returned +12.94% YTD.
- The stock is trading +0.80% versus its 200-day moving average ($279.05), a bullish technical signal.
- Over the past three years, CME has underperformed the S&P 500 by −32.06%, with a relative strength index reading of 81.
- Win rate over the trailing 39 months stands at 53.8% — 21 positive months versus 18 negative months.
CME Group ended September 2026 at $281.29, posting a monthly return of −1.47%. The S&P 500 returned +0.41% over the same window, leaving relative performance at −1.88%.
The current quarter stands at +25.97% (Q3 2026 (QTD)), while medium-term trend remains constructive: price is +0.80% versus the 200-day moving average ($279.05).
Year-to-date, CME is +3.01% against SPY +12.94%, a gap of −9.94%. The stock is currently −14.54% below its 52-week high, with maximum 3-year drawdown at −33.05%.
| Period | CME | S&P 500 (SPY) | Excess return |
|---|---|---|---|
| 1 Day | +1.27% | +0.66% | +0.61% |
| 1 Week | +0.11% | −0.12% | +0.23% |
| 1 Month | −1.47% | +0.41% | −1.88% |
| 3 Months | +12.28% | +2.11% | +10.16% |
| 6 Months | −13.84% | +13.21% | −27.04% |
| YTD | +3.01% | +12.94% | −9.94% |
| 12 Months | +5.18% | +18.65% | −13.47% |
| 3 Years | +38.64% | +70.70% | −32.06% |
| Rank | Month | Return |
|---|---|---|
| #1 | Jul 2026 | +20.09% |
| #2 | Aug 2024 | +11.09% |
| #3 | Feb 2026 | +10.37% |
| #4 | Feb 2024 | +7.64% |
| #5 | Jul 2023 | +7.40% |
| Rank | Month | Return |
|---|---|---|
| #1 | Jun 2026 | −18.86% |
| #2 | Mar 2026 | −8.30% |
| #3 | May 2026 | −5.46% |
| #4 | Aug 2025 | −5.09% |
| #5 | Jun 2025 | −4.33% |
| Quarter | Return |
|---|---|
| Q2 2025 | +5.42% |
| Q3 2025 | −3.69% |
| Q4 2025 | +0.99% |
| Q1 2026 | +7.47% |
| Q2 2026 | −25.34% |
| Q3 2026 (QTD) | +25.97% |
| Year | Return |
|---|---|
| 2023 | +24.83% |
| 2024 | +13.08% |
| 2025 | +15.34% |
| 2026 | +1.07% |
| Metric | Value |
|---|---|
| 52-Week High | $329.16 (2026-03-03) |
| 52-Week Low | $218.33 (2026-06-29) |
| Current Price | $281.29 |
| 200-Day Moving Average | $279.05 |
| Price vs 200DMA | +0.80% |
| 3-Year Maximum Drawdown | −33.05% (2026-06-29) |
| Current Drawdown from 52W High | −14.54% |
| RS metric | Value |
|---|---|
| RS Index (3-year, rebased to 100) | 81 |
| 3-Year Excess Return vs S&P 500 | −32.06% |
| RS Peak | 115.8 (Oct 2023) |
| RS Trough | 65.4 (Jun 2026) |
| Status | Underperforming Benchmark |
Frequently asked questions
What was CME's return for this report period?
CME returned −1.47% in the latest monthly window ending 2026-09-04.
Has CME outperformed SPY year to date?
YTD CME: +3.01% vs SPY: +12.94%.
What is CME's 12-month return?
+5.18% over the trailing 12 months.
Is CME above or below its 200-day moving average?
Price is +0.80% versus 200DMA ($279.05).
What is the maximum drawdown in the 3-year window?
−33.05% on 2026-06-29.