Hi all,
I am using performanceanalytics
<http://stackoverflow.com/questions/tagged/performanceanalytics> package
and specifically the function
chart.CumReturns. This works fine. But my question
is suppose instead of plotting the data I would like
chart.CumReturns to return me a table/data frame of values.
I realize that I can use cumsum function
df.cumsum = apply(df,2,cumsum)
but this only gives me arithmatic sum, whereas I would prefer geometric
cumulative return and chart.CumReturns seem to do a good job
in returning that information.
Thanks.
George
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