CF Benchmarks Quarterly Attribution Reports - June 2025
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
CF Benchmarks Quarterly Attribution Reports - March 2025
›
Gabriel Selby
CF Benchmarks Quarterly Attribution Reports - December 2024
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
CF Benchmarks Quarterly Attribution Reports - September 2024
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
CF Benchmarks Quarterly Attribution Reports - June 2024
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
CF Benchmarks Quarterly Attribution Reports - March 2024
Thoroughly dissect and comprehend the performance of our flagship portfolio indices at the constituent, category, sub-category and segment levels.
Gabriel Selby
CF Benchmarks Quarterly Attribution Reports - December 2023
Thoroughly dissect and comprehend the performance of our flagship portfolio indices at the constituent, category, sub-category and segment levels.
Gabriel Selby
CF Benchmarks Quarterly Attribution Reports - September 2023
Thoroughly dissect and comprehend the performance of our flagship portfolio indices at the constituent, category, and sector levels.
Gabriel Selby
CF Benchmarks Quarterly Attribution Reports - June 2023
Thoroughly dissect and comprehend the performance of our flagship portfolio indices at the constituent, category, and sector levels.
Gabriel Selby
CF Benchmarks Quarterly Attribution Reports - March 2023
Fully dissect and understand the performance of our flagship portfolio indices from a constituent, category, and sector level.
Gabriel Selby
CFB Talks Digital Assets - Episode 4
In the latest episode of CFB Talks Digital Assets podcast we review yet another tumultuous quarter of deleveraging triggered by yet another big counterparty collapse. Recorded December 8th, 2022
Ken Odeluga
CF Benchmarks Quarterly Attribution Report
Another exogenous shock has led crypto markets lower over the last rebalancing period as one of the world’s largest exchanges surprisingly filed for bankruptcy. All of our flagship portfolio indices finished in negative territory with pricing volatility surging in the month of November.
Gabriel Selby
Quarterly Attribution Report: CF Diversified Large Cap Index
The CF Diversified Large Cap Index - is a liquid, investible benchmark portfolio index designed to track the performance of large-cap digital assets. The index seeks to capture 95% of the total market capitalization of the investible digital asset universe as its constituents. Index constituents are weighted using the diversified market capitalization which is determined by the free-float market capitalization adjusted by the application of the harmonic series' terms. This has the benefit of dis
Gabriel Selby
Quarterly Attribution Report: CF DeFi Composite Index
The -13.7% decline in the CF DeFi composite index remained largely concentrated in the Finance segment of the portfolio index. With almost 90% of the negative performance contribution stemming from this category alone.
Gabriel Selby
Quarterly Attribution Report: CF Ultra Cap 5 Index
Our barometer for mega-cap tokens remained under pressure, falling approximately -16.5%. The index is heavily weighted towards the Settlement segment, which contributed over 100% of the negative performance during the last rebalancing period.
Gabriel Selby
Quarterly Attribution Report: CF Blockchain Infrastructure Index
The CF Blockchain Infrastructure Index finished the rebalancing period mostly flat, notching a +0.11% increase in value. The index composition has a slight bias toward Scaling protocols, which contributed -3.7% of negative performance.
Gabriel Selby
Quarterly Attribution Analysis: CF Digital Culture Composite Index
The CF Digital Culture index fell -26.5% as performance contributions from the headline DACS segment (Culture), overwhelmingly negated positive performance contributions from services segment.
Gabriel Selby
Quarterly Attribution Analysis: CF Web 3.0 Smart Contract Platforms Index
The higher weighting of Solana (SOL), coupled with weak performance, led to a pronounced drag on our Smart Contract Platforms Index. The total negative contribution of SOL for the rebalance period was almost 40% of the index’s total -31.8% decline.
Gabriel Selby
Quarterly Attribution Analysis: CF Web 3.0 Smart Contract Platforms Index
The CF Web 3.0 Smart Contract Platforms Index has fallen -20.7% over the course of our most recent rebalancing period
CF Benchmarks
Quarterly Attribution Analysis: CF Cryptocurrency Ultra Cap 5
CF Ultra Cap 5 Index has fallen –30.0% over the course of our most recent rebalancing period. Markets have remained vulnerable to increases in central bank policy rates that has led to a tightening of financial conditions
CF Benchmarks
Quarterly Attribution Analysis: CF Diversified Large Cap Index
The challenging macroeconomic environment continued for digital assets: inflation remained at multi-decade highs, central banks have made sizable policy rate increases, and global growth has begun to stall.
CF Benchmarks
Quarterly Attribution Analysis: CF Digital Culture Composite Index
The challenging macroeconomic environment continued for digital assets: inflation remains at multi-decade highs, central banks are making sizeable policy rate increases, and global growth has begun to stall.
CF Benchmarks
Quarterly Attribution Analysis: CF DeFi Composite Index
The challenging macroeconomic environment continued for digital assets: inflation remained at multi-decade highs, central banks made sizeable policy rate increases, and global growth has begun to stall.
CF Benchmarks
Quarterly Attribution Analysis: CF Blockchain Infrastructure Index
The challenging macroeconomic environment continued for digital assets: inflation remained at multi-decade highs, central banks have made sizeable policy rate increases, and global growth has begun to stall.
CF Benchmarks
Meet CF Benchmarks' Market Recap and Quarterly Attribution Analyses
We're excited to introduce a new quarterly series of in-depth, market-driven quantitative research reports by CF Benchmarks' Lead Research Analyst Gabe Selby, CFA.
Ken Odeluga