Seasonality
Sign in to unlock 10Y & 20Y views
May is the seasonally strongest month over 5Y.
May averages +2.9% with a 71% win rate across 5 years of history.
Sep shows persistent seasonal weakness.
Sep averages -6.5% with only a 50% win rate across 5 years of history.
Q2 (Apr–May–Jun) is the seasonally strongest quarter.
The three months of Q2 combine for a +0.6% average return historically.
Q1 historically shows a slow seasonal start.
Q1 (Jan–Mar) averages -7.1% historically, with January alone posting a 33% win rate.
2026 YTD is tracking below the 5Y seasonal average.
At day 155 of the year, the current YTD return is -18.4% 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 | -1.26% | 13.83% | -7.99% | -23.49% | -12.79% | -1.28% | 1.95% | 6.41% | ||||
| 2025 | 0.79% | 5.23% | 1.36% | 6.33% | 1.13% | 3.16% | -34.11% | -1.40% | 3.59% | -15.00% | -14.42% | 4.31% |
| 2024 | -4.62% | -20.71% | -1.12% | -11.94% | 12.18% | 4.12% | 27.01% | -8.47% | -6.75% | 1.09% | 21.17% | -13.65% |
| 2023 | 13.33% | -4.35% | -2.72% | 3.10% | -11.54% | 12.64% | 10.29% | 8.13% | 0.39% | -8.42% | -0.66% | -2.86% |
| 2022 | -8.99% | 1.42% | -9.35% | -21.45% | 18.31% | -7.58% | -7.78% | -4.51% | -26.48% | 21.19% | 6.44% | -13.34% |
| 2021 | -8.16% | 0.96% | 0.59% | 9.15% | 3.13% | 3.88% | 3.13% | 9.76% | -10.91% | -7.24% | -4.24% | 0.88% |
| 2020 | -4.69% | -11.53% | 13.50% | 9.85% | -6.24% | 13.72% | 6.14% | 1.42% | -3.29% | 7.98% | 1.47% | |
| Avg | -1.49% | -1.19% | -4.39% | -3.54% | 2.90% | 1.24% | 2.03% | 1.61% | -6.46% | -1.94% | 2.71% | -3.87% |
CHTR - Average growth of $100 invested at start of year
5 years of data
CHTR - Average returns for the respective month in the last 5 years
CHTR Distribution of Daily Returns from 2021 to 2026
CHTR Distribution of Daily % Changes