CF Benchmarks
CF benchmarks logo
Weekly Index Highlights, March 2, 2026

Digital assets rallied up to the end of the prior business week before abruptly retreating at the weekend. Earlier, SOL led +8.2% with ETH +5.6% and BTC +1.9%, enabling Programmable tokens to average +5.2%. Realized volatility proved sensitive to geopolitics, rising despite BVXS implied vol's fall.

CF Benchmarks
CF Benchmarks

CF Benchmarks

7 mins read
Changes to the Potentially Erroneous Data Provisions in the CF Volatility Series Methodology

The Administrator announces changes to the potentially erroneous data provisions of the CF Volatility Series methodology.

CF Benchmarks
CF Benchmarks

CF Benchmarks

1 mins read
Not All Cryptos Are the Same: How CF Factor Data Reveals Sensitivities Across the Digital Asset Taxonomy

We show how combining the CF DACS taxonomy with the CF Factor Data Series reveals sensitivities that enable institutional-grade returns attribution, risk monitoring and strategic implementation.

CF Benchmarks
CF Benchmarks

CF Benchmarks

9 mins read