Jan 09, 2024
CFB Talks Digital Assets Ep 21: Q4’23 Attribution Episode; unpacking the most recent rebalance period with Ken and Gabe
It’s time for another episode of CFB Talks Digital Assets and this time we’re featuring our latest Quarterly Attribution Report (QAR)! This QAR is written, as usual, by Lead Research Analyst, Gabe Selby, CFA. In this episode, Ken and Gabe discuss the following topics:
- Could SEC-approved crypto ETFs spark mainstream adoption?
- CME futures interest is surging on ETF hopes. Are spot Bitcoin and Ether funds a watershed moment?
- Our crypto indices beat stocks again. Are Web 3.0 and DeFi leaving equities in the dust?
- Interest rate expectations shift for 2024. What's the outlook for crypto as inflation declines?
This is an instalment that you surely do not want to miss!
The information contained within is for educational and informational purposes ONLY. It is not intended nor should it be considered an invitation or inducement to buy or sell any of the underlying instruments cited including but not limited to cryptoassets, financial instruments or any instruments that reference any index provided by CF Benchmarks Ltd. This communication is not intended to persuade or incite you to buy or sell security or securities noted within. Any commentary provided is the opinion of the author and should not be considered a personalised recommendation. Please contact your financial adviser or professional before making an investment decision.
Note: Some of the underlying instruments cited within this material may be restricted to certain customer categories in certain jurisdictions.
CF Benchmarks Quarterly Attribution Reports - March 2026
Thoroughly dissect and comprehend the performance of our flagship portfolio indices at the constituent, category, sub-category, and segment levels during the course of each portfolio rebalance period.
Gabriel Selby
Weekly Index Highlights, March 9, 2026
Geopolitical strains kept digital assets on the defensive in the past week, with Bitcoin down 2.1% and Cardano -12.0%. Realized BTC volatility and our BVXS implied vol. index both inched higher, by 5.8 and 1.7 points, but Culture tokens in our CF DACS taxonomy were worst hit on average, at -8.7%.
CF Benchmarks
Factor Friday - March 6, 2026
The market posted its strongest weekly gain of 2026 at +4.3%, trimming YTD losses to -28.0%. Value emerged as the top factor at +1.7% weekly, turning positive YTD. Downside beta posted its first negative week of the year, signaling a potential early shift towards risk.
Mark Pilipczuk