Seasonality
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Seasonality
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Nov is the seasonally strongest month over 5Y.
Nov averages +10.1% with a 100% win rate across 5 years of history.
Mar shows persistent seasonal weakness.
Mar averages -7.0% with only a 29% win rate across 5 years of history.
Q4 (Oct–Nov–Dec) is the seasonally strongest quarter.
The three months of Q4 combine for a +10.7% average return historically.
Q1 historically shows a slow seasonal start.
Q1 (Jan–Mar) averages -3.9% historically, with January alone posting a 50% win rate.
2026 YTD is tracking above the 5Y seasonal average.
At day 205 of the year, the current YTD return is +32.1% vs the historical average for the same point.
Monthly Returns Heatmap
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 22.25% | -4.11% | -0.22% | -11.81% | 16.78% | -4.60% | 11.35% | -3.73% | 8.72% | -1.02% | ||
| 2025 | -0.59% | 1.59% | -1.50% | -12.78% | -1.29% | 8.77% | -3.96% | -4.12% | -5.91% | -0.16% | 0.57% | -4.63% |
| 2024 | -8.80% | 1.54% | 3.51% | -15.20% | 3.24% | -3.14% | 9.17% | -8.14% | 17.04% | -2.47% | 6.74% | -14.38% |
| 2023 | 18.30% | -7.66% | -6.70% | -6.26% | -5.75% | 23.92% | -12.49% | -0.14% | -18.82% | -15.95% | 13.19% | 11.21% |
| 2022 | -9.92% | -0.66% | -10.21% | -4.97% | 9.35% | -16.14% | 21.38% | -5.43% | -21.96% | 1.79% | 16.41% | -10.57% |
| 2021 | 2.74% | 9.95% | 0.27% | 17.94% | -3.00% | -4.77% | -15.06% | 12.41% | 2.73% | -7.84% | 6.28% | 17.65% |
| 2020 | -6.31% | -34.47% | 32.88% | 4.64% | 15.96% | 35.77% | 6.45% | -11.88% | 7.81% | 17.57% | 20.95% | |
| Avg | 4.00% | -0.81% | -7.05% | -0.03% | 3.43% | 2.86% | 6.59% | -0.39% | -4.30% | -2.80% | 10.13% | 3.37% |
CFP.TO - Average returns for the respective month in the last 5 years
CFP.TO - Average growth of $100 invested at start of year
5 years of data
CFP.TO Distribution of Daily Returns from 2021 to 2026
CFP.TO Distribution of Daily % Changes