Factor Friday - March 13, 2026
The factor rotation enters its second week as growth tops the weekly standings for the first time this year and value holds positive territory YTD. With downside beta fading from its early-year dominance, the market is beginning to reward on-chain activity over pure defensiveness.
Mark Pilipczuk
BlackRock’s iShares Staked Ethereum Trust ETF sees Solid Debut, with ETH priced by CF Benchmarks
By embedding ETHUSD_NY within ETHB, BlackRock is expanding its Ether ETF format to include staking, while retaining a benchmark architecture already embedded throughout its digital asset product suite.
CF Benchmarks
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
CF Benchmarks Newsletter Issue 101
CFB-Powered xStocks Surpass $25 Billion • CFB Analysts' Report on Crypto ETF Holdings: Advisors Still Buying • CFB Factors Research Published by Springer
Ken Odeluga
Regulatory Gridlock and Geopolitical Shock
Our market recap offers a concise overview of key blockchain categories and their recent price action within the broader market context, providing valuable insights for investors and industry practitioners.
Mark Pilipczuk
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
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
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.
Ken Odeluga
Factor Friday
The defensive regime remains firmly in control. Downside Beta continues to dominate while Growth and Value have continued to lag since October. Momentum's recent surge and The Settlement category's relative resilience are the two threads worth pulling on this week.
Mark Pilipczuk
From Crypto Winter to Crypto Spring: 4 Things to Watch
Digital assets have sold off sharply, but mispricing from extremely bearish sentiment, Fed easing expectations, and lack of regulatory clarity suggests the worst may be behind us. Here are the four areas of the market that we are watching most closely.
Gabriel Selby
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