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 August 2026 at $264.78, down 1.12% for the month and −6.97% over the trailing 12 months.
- Year-to-date, CME is −3.04%, underperforming the S&P 500 which has returned +12.89% YTD.
- The stock is trading −5.07% versus its 200-day moving average ($278.92), a cautious technical signal.
- Over the past three years, CME has underperformed the S&P 500 by −43.17%, with a relative strength index reading of 74.4.
- Win rate over the trailing 39 months stands at 56.4% — 22 positive months versus 17 negative months.
CME Group ended August 2026 at $264.78, posting a monthly return of −1.12%. The S&P 500 returned +3.05% over the same window, leaving relative performance at −4.17%.
The current quarter stands at +21.28% (Q3 2026 (QTD)), while medium-term trend remains soft: price is −5.07% versus the 200-day moving average ($278.92).
Year-to-date, CME is −3.04% against SPY +12.89%, a gap of −15.93%. The stock is currently −19.56% below its 52-week high, with maximum 3-year drawdown at −33.05%.
| Period | CME | S&P 500 (SPY) | Excess return |
|---|---|---|---|
| 1 Day | +0.82% | −0.20% | +1.02% |
| 1 Week | +1.84% | +3.90% | −2.07% |
| 1 Month | −1.12% | +3.05% | −4.17% |
| 3 Months | −8.01% | +7.11% | −15.12% |
| 6 Months |