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Message-ID: <CAJDeD2piDzGSENvt04CHgRrGv_HVw9uKKYTFkLQfn7D0A=Vq8w@mail.gmail.com>
Date: 2014-09-04T19:38:04Z
From: George Kumar
Subject: How to get chart.CumReturns to return dataframe of cumulative returns

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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