Seasonality
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Nov is the seasonally strongest month over 5Y.
Nov averages +3.9% with a 50% win rate across 5 years of history.
Sep shows persistent seasonal weakness.
Sep averages -4.6% with only a 33% win rate across 5 years of history.
Q1 (Jan–Feb–Mar) is the seasonally strongest quarter.
The three months of Q1 combine for a +1.4% average return historically.
January Effect: Q1 historically opens the year positively.
Q1 (Jan–Mar) averages +1.4% historically, with January alone posting a 67% win rate.
2026 YTD is tracking above the 5Y seasonal average.
At day 155 of the year, the current YTD return is +16.4% vs the historical average for the same point.
CLX - Average growth of $100 invested at start of year
5 years of data
Monthly Returns Heatmap
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 13.10% | 12.74% | -18.50% | -5.77% | -6.66% | 6.02% | 0.09% | 11.94% | ||||
| 2025 | -1.54% | -1.44% | -5.84% | -2.52% | -7.32% | -8.96% | 4.57% | -4.90% | 4.31% | -7.84% | -4.02% | -6.59% |
| 2024 | 2.73% | 5.55% | -0.13% | -2.62% | -11.03% | 3.73% | -3.33% | 21.02% | 2.91% | -1.92% | 5.44% | -2.85% |
| 2023 | 3.97% | 7.43% | 1.80% | 5.42% | -4.49% | 0.54% | -4.75% | 4.04% | -16.23% | -9.30% | 21.79% | -0.53% |
| 2022 | -3.09% | -13.15% | -4.64% | 3.99% | 1.32% | -3.01% | 1.42% | 1.76% | -11.05% | 14.72% | 1.79% | -5.60% |
| 2021 | 4.28% | -13.56% | 6.53% | -4.83% | -3.16% | 1.80% | 1.18% | -7.10% | -1.45% | -0.86% | -0.10% | 7.07% |
| 2020 | 1.34% | 8.68% | 8.21% | 10.63% | 6.36% | 8.34% | -5.50% | -5.96% | -1.39% | -1.56% | -0.51% | |
| Avg | 3.24% | -0.16% | -1.73% | 0.27% | -2.96% | 0.93% | 1.07% | 1.55% | -4.58% | -1.10% | 3.89% | -1.50% |
CLX Distribution of Daily Returns from 2021 to 2026
CLX Distribution of Daily % Changes
CLX - Average returns for the respective month in the last 5 years