Cumulates and graphs a set of periodic returns
Chart that cumulates the periodic returns given and draws a line graph of the results as a "wealth index".
chart.CumReturns(
R,
wealth.index = FALSE,
geometric = TRUE,
legend.loc = NULL,
colorset = (1:12),
begin = c("first", "axis"),
plot.engine = "default",
...
)R |
an xts, vector, matrix, data frame, timeSeries or zoo object of asset returns |
wealth.index |
if |
geometric |
utilize geometric chaining (TRUE) or simple/arithmetic chaining (FALSE) to aggregate returns, default TRUE |
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:
|
plot.engine |
choose the plot engine you wish to use" ggplot2, plotly,dygraph,googlevis and default |
... |
any other passthru parameters |
Cumulates the return series and displays either as a wealth index or as cumulative returns.
Peter Carl
Bacon, Carl. Practical Portfolio Performance Measurement
and Attribution. Wiley. 2004.
data(edhec) chart.CumReturns(edhec[,"Funds of Funds"],main="Cumulative Returns") chart.CumReturns(edhec[,"Funds of Funds"],wealth.index=TRUE, main="Growth of $1") data(managers) chart.CumReturns(managers,main="Cumulative Returns",begin="first") chart.CumReturns(managers,main="Cumulative Returns",begin="axis")
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