# chart.CumReturns

0th

Percentile

##### 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".

##### Usage
chart.CumReturns(R, wealth.index = FALSE, geometric = TRUE,
legend.loc = NULL, colorset = (1:12), begin = c("first", "axis"),
...)
##### Arguments
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 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: • 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 ##### Details Cumulates the return series and displays either as a wealth index or as cumulative returns. ##### References Bacon, Carl. Practical Portfolio Performance Measurement and Attribution. Wiley. 2004. ##### See Also chart.TimeSeries plot ##### Aliases • chart.CumReturns ##### Examples # NOT RUN { 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")

# }

Documentation reproduced from package PerformanceAnalytics, version 1.5.3, License: GPL-2 | GPL-3

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