chart.CumReturns    package:PerformanceAnalytics    R Documentation

_C_u_m_u_l_a_t_e_s _a_n_d _g_r_a_p_h_s _a _s_e_t _o_f _p_e_r_i_o_d_i_c _r_e_t_u_r_n_s

_D_e_s_c_r_i_p_t_i_o_n:

     Chart that cumulates the periodic returns given and draws a line
     graph of the results as a "wealth index".

_U_s_a_g_e:

     chart.CumReturns(R, wealth.index = FALSE, legend.loc = NULL, colorset =(1:12), begin = c("first","axis"), ...)

_A_r_g_u_m_e_n_t_s:

       R: an xts, vector, matrix, data frame, timeSeries or zoo object
          of asset returns 

wealth.index: if 'wealth.index' is 'TRUE', shows the "value of $1",
          starting the cumulation of returns at 1 rather than zero 

legend.loc: places a legend into one of nine locations on the chart:
          bottomright, bottom, bottomleft, left, topleft, top,
          topright, right, or center. 

colorset: color palette to use, set by default to rational choices 

   begin: Align shorter series to:

             *  first - prior value of the first column given for the
                reference or longer series or,

             *  axis  - the initial value (1 or zero) of the axis.

     ...: any other passthru parameters 

_D_e_t_a_i_l_s:

     Cumulates the return series and displays either as a wealth index
     or as cumulative returns.

_V_a_l_u_e:

     A timeseries line chart of the cumulative return series.

_A_u_t_h_o_r(_s):

     Peter Carl

_R_e_f_e_r_e_n_c_e_s:

     Bacon, Carl. _Practical Portfolio Performance Measurement and
     Attribution_. Wiley. 2004. 

_S_e_e _A_l_s_o:

     'chart.TimeSeries' 
      'plot'

_E_x_a_m_p_l_e_s:

     data(edhec)
     chart.CumReturns(edhec[,"Funds of Funds",drop=FALSE],main="Cumulative Returns")
     chart.CumReturns(edhec[,"Funds of Funds",drop=FALSE],wealth.index=TRUE, main="Value of \$1")