chart.CumReturns {PerformanceAnalytics} | R Documentation |
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, legend.loc = NULL, colorset = (1:12), ...)
R |
a 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 |
... |
any other passthru parameters |
Cumulates the return series and displays either as a wealth index or as cumulative returns.
A timeseries line chart of the cumulative return series.
Peter Carl
See Also chart.TimeSeries
, plot
data(edhec) chart.CumReturns(edhec[,"Funds.of.Funds"],main="Cumulative Returns") chart.CumReturns(edhec[,"Funds.of.Funds"],wealth.index=TRUE, main="Value of \$1")