braverock
cumulative returns
I am so sorry to trouble - I was experiencing "issues" with Return.cumulative, so I decided to go to the sample and just ran this code:
data(managers) Return.cumulative(managers[,1])
When I do this, I get:
Return.cumulative(managers[,1]) HAM1 Cumulative Return 3.126671
That's not what I was expecting at all. I feel terrible - as I am sure it's something wrong on my end... any ideas, if I may? I made sure all my packages are up to date, and I even restarted my session. I was expecting a history of cumulative returns.
many thanks, thomas
sessionInfo() R version 4.0.3 (2020-10-10) Platform: x86_64-w64-mingw32/x64 (64-bit) Running under: Windows 10 x64 (build 19042)
Matrix products: default
locale: [1] LC_COLLATE=English_United States.1252 LC_CTYPE=English_United States.1252 LC_MONETARY=English_United States.1252 [4] LC_NUMERIC=C LC_TIME=English_United States.1252
attached base packages: [1] stats graphics grDevices utils datasets methods base
other attached packages:
[1] PerformanceAnalytics_2.0.4 Rblpapi_0.3.10 xts_0.12.1 zoo_1.8-8
[5] data.table_1.13.6
loaded via a namespace (and not attached):
[1] Rcpp_1.0.6 quadprog_1.5-8 lattice_0.20-41 digest_0.6.27 grid_4.0.3 magrittr_2.0.1
[7] evaluate_0.14 stringi_1.5.3 rlang_0.4.10 rmarkdown_2.6 tools_4.0.3 stringr_1.4.0
[13] xfun_0.20 yaml_2.2.1 compiler_4.0.3 htmltools_0.5.1.1 knitr_1.30
