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Changebridge Capital Long/Short Equity ETF (CBLS)
Performance
Return for Risk
Dividends
Drawdowns
Volatility

ETF Info

Inception Date
Nov 13, 2020
Region
North America (U.S.)
Leveraged
1x (No leverage)
Index Tracked
No Index (Active)
Distribution Policy
Distributing
Asset Class
Alternatives

Share Price Chart


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Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Changebridge Capital Long/Short Equity ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


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S&P 500 Index

Returns By Period

Changebridge Capital Long/Short Equity ETF (CBLS) has returned 4.37% so far this year and 10.78% over the past 12 months.


Changebridge Capital Long/Short Equity ETF

1D
0.08%
1M
-6.21%
YTD
4.37%
6M
0.72%
1Y
10.78%
3Y*
11.82%
5Y*
1.79%
10Y*

Benchmark (S&P 500 Index)

1D
2.91%
1M
-5.09%
YTD
-4.63%
6M
-2.39%
1Y
16.33%
3Y*
16.69%
5Y*
10.18%
10Y*
12.16%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Nov 13, 2020, CBLS's average daily return is +0.03%, while the average monthly return is +0.66%. At this rate, your investment would double in approximately 8.8 years.

Historically, 52% of months were positive and 48% were negative. The best month was Feb 2021 with a return of +15.3%, while the worst month was Jun 2022 at -9.0%. The longest winning streak lasted 9 consecutive months, and the longest losing streak was 5 months.

On a daily basis, CBLS closed higher 55% of trading days. The best single day was Apr 9, 2025 with a return of +3.2%, while the worst single day was Jan 27, 2025 at -7.3%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20269.49%1.63%-6.21%4.37%
20252.02%1.27%-3.45%2.62%5.19%1.78%1.21%-3.59%2.60%-1.35%-0.79%-1.41%5.87%
20242.51%5.74%3.20%0.13%10.24%1.06%0.97%-2.35%0.22%-0.07%6.02%-1.44%28.74%
20233.47%-1.72%-2.61%-2.37%-2.83%-0.65%0.58%-1.72%-2.53%-1.25%6.18%3.23%-2.67%
2022-2.80%1.22%-3.49%-7.41%1.79%-9.04%10.01%6.27%-5.43%8.65%-8.02%-1.76%-11.64%
2021-0.29%15.29%-0.53%2.68%-3.44%-2.07%-1.21%1.67%0.54%0.39%-6.24%-2.55%2.85%

Benchmark Metrics

Changebridge Capital Long/Short Equity ETF has an annualized alpha of 0.42%, beta of 0.60, and R² of 0.40 versus S&P 500 Index. Calculated based on daily prices since November 16, 2020.

  • This ETF participated in 52.43% of S&P 500 Index downside but only 47.07% of its upside — more exposed to losses than it benefited from rallies.
  • Beta of 0.60 may look defensive, but with R² of 0.40 this ETF is largely uncorrelated with S&P 500 Index — low beta reflects independence, not downside protection. See the Volatility section for a true picture of this ETF's risk.
  • R² of 0.40 means the benchmark explains less than half of this ETF's behavior — treat beta with caution or consider switching to a more representative benchmark.

Alpha
0.42%
Beta
0.60
0.40
Upside Capture
47.07%
Downside Capture
52.43%

Expense Ratio

CBLS has a high expense ratio of 1.95%, indicating above-average management fees.


Return for Risk

Risk / Return Rank

CBLS ranks 39 for risk / return — below 39% of ETFs on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.


CBLS Risk / Return Rank: 3939
Overall Rank
CBLS Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
CBLS Sortino Ratio Rank: 3535
Sortino Ratio Rank
CBLS Omega Ratio Rank: 3535
Omega Ratio Rank
CBLS Calmar Ratio Rank: 4949
Calmar Ratio Rank
CBLS Martin Ratio Rank: 3535
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for Changebridge Capital Long/Short Equity ETF (CBLS) and compare them to a chosen benchmark (S&P 500 Index).


CBLSBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

0.76

0.90

-0.14

Sortino ratio

Return per unit of downside risk

1.07

1.39

-0.32

Omega ratio

Gain probability vs. loss probability

1.15

1.21

-0.06

Calmar ratio

Return relative to maximum drawdown

1.31

1.40

-0.09

Martin ratio

Return relative to average drawdown

3.27

6.61

-3.33

Explore CBLS risk-adjusted metrics in detail

Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.

Dividends

Dividend History

Changebridge Capital Long/Short Equity ETF provided a 0.86% dividend yield over the last twelve months, with an annual payout of $0.25 per share. The fund has been increasing its distributions for 2 consecutive years.


0.40%0.50%0.60%0.70%0.80%0.90%$0.00$0.05$0.10$0.15$0.20$0.25202320242025
Dividends
Dividend Yield
PeriodTTM202520242023
Dividend$0.25$0.25$0.19$0.09

Dividend yield

0.86%0.90%0.73%0.44%

Monthly Dividends

The table displays the monthly dividend distributions for Changebridge Capital Long/Short Equity ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$0.00$0.00
2025$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.25$0.25
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.19$0.19
2023$0.09$0.09

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


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Worst Drawdowns

The table below displays the maximum drawdowns of the Changebridge Capital Long/Short Equity ETF. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Changebridge Capital Long/Short Equity ETF was 32.78%, occurring on Oct 5, 2023. Recovery took 319 trading sessions.

The current Changebridge Capital Long/Short Equity ETF drawdown is 7.05%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-32.78%Apr 30, 2021613Oct 5, 2023319Jan 14, 2025932
-15.27%Jan 23, 202553Apr 8, 202568Jul 17, 2025121
-8.46%Jan 25, 20213Jan 27, 20217Feb 5, 202110
-8.15%Oct 17, 202520Nov 13, 202540Jan 13, 202660
-7.12%Feb 25, 202624Mar 30, 2026

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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