Returns use ADJUSTED closes (splits + dividends).
Volume as VALUE TRADED — close × volume, in USD.
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | CAE | SPY | Δ |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 · ytd | +5.3% | −7.5% | −12.1% | +0.2% | −1.1% | −2.9% | +3.0% | −3.5% | — | — | — | — | −18.1% | +12.9% | −31.0pp |
| 2025 | −7.0% | +3.0% | +1.2% | +1.7% | +2.8% | +13.8% | −2.5% | −5.6% | +10.0% | −5.3% | −4.3% | +13.3% | +19.9% | +17.7% | +2.1pp |
| 2024 | −7.3% | −6.9% | +10.7% | −6.5% | −2.6% | −1.1% | −2.2% | −1.7% | +4.9% | −6.1% | +33.4% | +8.1% | +17.6% | +24.9% | −7.3pp |
| 2023 | +16.9% | −0.1% | +0.2% | −0.5% | −9.1% | +9.3% | +2.1% | +5.5% | −3.2% | −10.7% | −4.7% | +8.6% | +11.6% | +26.2% | −14.5pp |
| 2022 | +0.0% | +6.0% | −2.5% | −8.8% | +5.0% | −1.4% | +7.6% | −31.0% | −16.0% | +24.5% | +12.9% | −10.3% | −23.4% | −18.2% | −5.2pp |
| 2021 | −18.7% | +17.4% | +7.6% | +9.9% | −1.0% | −0.6% | −0.9% | −5.5% | +3.6% | +1.7% | −20.7% | +4.9% | −9.0% | +28.7% | −37.7pp |
| 2020 | +12.2% | −9.7% | −52.8% | +31.2% | −9.2% | +7.7% | −7.8% | +5.9% | −7.5% | +16.8% | +42.6% | +13.9% | +5.2% | +18.3% | −13.1pp |
| 2019 | +15.9% | −0.8% | +5.3% | +5.1% | +9.4% | +5.7% | +0.4% | −2.9% | −2.6% | −1.2% | +7.3% | −1.4% | +46.1% | +31.2% | +14.9pp |
| 2018 | −0.6% | −0.2% | +1.3% | +1.9% | +11.1% | −1.0% | +0.4% | −4.3% | +2.2% | −13.1% | +15.0% | −9.1% | +0.4% | −4.6% | +5.0pp |
| 2017 | +1.6% | +6.4% | +1.6% | −0.1% | +5.6% | +7.3% | −1.6% | −2.7% | +6.6% | +1.0% | −0.1% | +5.3% | +35.0% | +21.7% | +13.3pp |
Month-end over prior month-end; a blank cell is no return.
Basis. Both columns share one basis, so Δ is like-for-like.
End-of-day closes; a “ytd” or “part” year is not a full year.
| Month | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Years ⓘ | 21 | 21 | 21 | 21 | 21 | 21 | 21 | 22 | 21 | 21 | 21 | 21 |
| Positive ⓘ | 52% | 48% | 62% | 76% | 57% | 38% | 52% | 32% | 57% | 62% | 52% | 67% |
| Median | +0.0% | −0.1% | +1.2% | +2.2% | +1.3% | −0.6% | +0.4% | −2.4% | +0.5% | +1.3% | +0.5% | +4.4% |
| Best | +16.9% | +17.4% | +18.7% | +31.2% | +14.6% | +13.8% | +11.3% | +21.8% | +10.0% | +24.5% | +42.6% | +33.4% |
| Worst | −18.7% | −11.5% | −52.8% | −8.8% | −10.9% | −14.7% | −7.8% | −31.0% | −23.1% | −27.5% | −20.7% | −10.3% |
| vs SPY ⓘ | +1.1pp | +1.7pp | −0.9pp | −0.0pp | −1.7pp | −1.3pp | −1.2pp | −2.2pp | +0.4pp | −0.9pp | −1.5pp | +0.2pp |
253 monthly observations · 2005–2026 · benchmark SPY
