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Inception Date
Nov 13, 2020
Region
North America (U.S.)
Category
Long-Short
Leveraged
1x (No leverage)
Index Tracked
No Index (Active)
Distribution Policy
Distributing
Asset Class
Alternatives
Assets Under Management
$59M

Share Price Chart


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Performance

CBLS Performance Chart

Changebridge Capital Long/Short Equity ETF (CBLS) is up 23.2% since the beginning of the year. CBLS is currently trading at $34 per share. Investors who bought $1,000 worth of CBLS shares 5 years ago would now be looking at an investment worth $1,343.


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S&P 500 Index

Returns By Period

Changebridge Capital Long/Short Equity ETF (CBLS) has returned 23.19% so far this year and 20.74% over the past 12 months.


Changebridge Capital Long/Short Equity ETF

1D
1.26%
1M
4.47%
YTD
23.19%
6M
22.95%
1Y
20.74%
3Y*
20.58%
5Y*
6.08%
10Y*

Benchmark (S&P 500 Index)

1D
-0.37%
1M
-0.01%
YTD
9.16%
6M
8.64%
1Y
25.22%
3Y*
19.78%
5Y*
11.99%
10Y*
13.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CBLS Monthly Returns History

Based on dividend-adjusted daily data since Nov 13, 2020, CBLS's average daily return is +0.04%, while the average monthly return is +0.89%. At this rate, an investment would double in approximately 6.5 years.

Historically, 54% of months were positive and 46% 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 Jun 2, 2026 with a return of +3.3%, while the worst single day was Jan 27, 2025 at -7.3%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20269.49%1.63%-6.21%9.71%3.58%3.87%23.19%
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 1.77%, beta of 0.62, and R2 of 0.40 versus S&P 500 Index. Calculated based on daily prices since November 13, 2020.

  • This ETF participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (49.75%) than losses (47.17%) - typical of diversified or defensive assets.
  • Beta of 0.62 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
1.77%
Beta
0.62
0.40
Upside Capture
49.75%
Downside Capture
47.17%

Expense Ratio

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


Return for Risk

Risk / Return Rank

CBLS ranks 40 for risk / return — below 40% 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: 4040
Overall Rank
CBLS Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
CBLS Sortino Ratio Rank: 3434
Sortino Ratio Rank
CBLS Omega Ratio Rank: 3636
Omega Ratio Rank
CBLS Calmar Ratio Rank: 5353
Calmar Ratio Rank
CBLS Martin Ratio Rank: 3939
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 S&P 500 Index.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


CBLSBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-0.76

Sortino ratioReturn per unit of downside risk

-1.01

Omega ratioGain probability vs. loss probability

1.23

1.37

-0.13

Calmar ratioReturn relative to maximum drawdown

2.55

2.78

-0.23

Martin ratioReturn relative to average drawdown

6.03

12.44

-6.41

Dividends

Dividend History

Changebridge Capital Long/Short Equity ETF provided a 0.73% 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

0.73%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$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 1.19%.


Related event

Drawdown

Fall

Recovery

Underwater

2023 bear market2023
-32.78%Oct 2023
2y 5mo1y 3mo
3y 8moApr 2021 - Jan 2025
2025 selloff2025
-15.27%Apr 2025
2mo 15d3mo 10d
5mo 25dJan 2025 - Jul 2025
2021 pullback2021
-8.46%Jan 2021
2d9d
11dJan 2021 - Feb 2021
2025 pullback2025
-8.15%Nov 2025
27d2mo 1d
2mo 28dOct 2025 - Jan 2026
2026 pullback2026
-7.12%Mar 2026
1mo 3d15d
1mo 18dFeb 2026 - Apr 2026

Drawdown Indicators


CBLSBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-32.78%

-56.78%

+24.00%

Max Drawdown (1Y)

Largest decline over 1 year

-8.15%

-9.10%

+0.95%

Max Drawdown (3Y)

Largest decline over 3 years

-15.27%

-18.90%

+3.63%

Max Drawdown (5Y)

Largest decline over 5 years

-31.24%

-25.43%

-5.81%

Max Drawdown (10Y)

Largest decline over 10 years

-33.92%

Current Drawdown

Current decline from peak

-1.19%

-1.80%

+0.61%

Average Drawdown

Average peak-to-trough decline

-12.70%

-10.71%

-1.99%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.45%

2.03%

+1.42%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

Build a portfolio with CBLS

Add Changebridge Capital Long/Short Equity ETF to a portfolio and analyze allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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