| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | CMI | SPY | Δ |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 · ytd | +13.4% | +1.2% | −7.9% | +24.7% | −3.3% | +10.3% | −15.0% | — | — | — | — | — | +19.5% | +7.5% | +12.0pp |
| 2025 | +2.2% | +3.8% | −14.9% | −6.3% | +10.0% | +1.9% | +12.3% | +8.9% | +6.0% | +3.6% | +14.3% | +2.5% | +49.4% | +17.7% | +31.6pp |
| 2024 | −0.1% | +13.0% | +9.7% | −4.1% | +0.3% | −1.7% | +5.4% | +7.9% | +3.5% | +1.6% | +14.6% | −7.0% | +48.9% | +24.9% | +24.0pp |
| 2023 | +3.0% | −2.0% | −1.7% | −1.6% | −12.4% | +19.9% | +6.4% | −11.2% | −0.7% | −5.3% | +4.4% | +6.9% | +1.7% | +26.2% | −24.5pp |
| 2022 | +1.3% | −7.0% | +0.5% | −7.8% | +11.3% | −7.5% | +14.4% | −2.0% | −5.5% | +20.1% | +3.4% | −3.5% | +14.1% | −18.2% | +32.3pp |
| 2021 | +3.2% | +8.6% | +2.3% | −2.7% | +2.6% | −5.2% | −4.8% | +2.3% | −4.8% | +6.8% | −12.0% | +4.0% | −1.7% | +28.7% | −30.4pp |
| 2020 | −10.6% | −4.7% | −10.6% | +20.8% | +4.6% | +2.2% | +11.5% | +7.9% | +1.9% | +4.1% | +5.7% | −1.8% | +30.5% | +18.3% | +12.2pp |
| 2019 | +10.1% | +5.5% | +2.5% | +5.3% | −8.7% | +13.7% | −4.3% | −8.2% | +9.0% | +6.0% | +6.8% | −2.1% | +38.0% | +31.2% | +6.8pp |
| 2018 | +6.4% | −10.0% | −3.6% | −1.4% | −10.3% | −6.6% | +7.4% | +0.1% | +3.0% | −6.4% | +11.4% | −11.5% | −22.1% | −4.6% | −17.5pp |
| 2017 | +7.6% | +1.7% | +1.8% | −0.2% | +5.2% | +2.9% | +3.5% | −4.4% | +5.4% | +5.3% | −4.7% | +5.5% | +32.7% | +21.7% | +11.0pp |
A month’s return is its month-end close over the prior month-end’s, so a year’s figure is exactly the product of its twelve monthly cells — no separate annualisation, no resampling. A blank cell means no return exists for that month (the series had not started, or it is the very first month-end, which has nothing to be measured against). Blank is never zero.
Basis. CMI is on the total return (splits + dividends) basis, SPY on the total return (splits + dividends) basis. Both columns are on the same basis, so the Δ column is a like-for-like difference.
Partial years. A year marked “ytd” or “part” does not cover the full calendar year: either the stored history starts inside it (the figure is measured from the first month-end present) or the data stops before December (the figure runs through the last stored close). The row’s own tooltip names the exact boundary. It is never dressed up as a calendar-year return.
End of day. These are stored end-of-day closes, and the window is anchored on the LAST stored bar rather than today’s date — so the newest row ends where the data ends. Nothing here is intraday.
| Month | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Years ⓘ | 21 | 21 | 21 | 21 | 21 | 21 | 21 | 21 | 21 | 21 | 21 | 21 |
| Positive ⓘ | 62% | 71% | 52% | 48% | 52% | 48% | 67% | 52% | 57% | 52% | 67% | 52% |
| Median | +2.2% | +2.6% | +0.5% | −0.2% | +0.3% | −0.0% | +5.4% | +0.1% | +1.9% | +1.5% | +4.6% | +0.8% |
| Best | +18.2% | +26.1% | +22.4% | +33.8% | +12.9% | +19.9% | +22.2% | +8.9% | +21.7% | +21.8% | +14.6% | +13.3% |
| Worst | −24.1% | −12.6% | −14.9% | −8.1% | −16.0% | −9.3% | −15.0% | −11.2% | −32.9% | −40.2% | −12.0% | −12.3% |
| vs SPY ⓘ | +0.9pp | +2.3pp | −0.9pp | +0.6pp | −0.9pp | +0.4pp | +3.3pp | −0.7pp | +2.0pp | +1.2pp | +0.2pp | +0.2pp |
252 monthly observations across 2005–2026, benchmark SPY. The highlighted column is the current calendar month. Months are calendar months, not rolling 30-day windows.
