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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
Gabriel Selby

Gabriel Selby

7 mins read
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
CF Benchmarks

CF Benchmarks

7 mins read
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
Mark Pilipczuk

Mark Pilipczuk

9 mins read