Skip to content
New issue

Have a question about this project? Sign up for a free GitHub account to open an issue and contact its maintainers and the community.

By clicking “Sign up for GitHub”, you agree to our terms of service and privacy statement. We’ll occasionally send you account related emails.

Already on GitHub? Sign in to your account

cumulative returns #159

Open
tchevri opened this issue Jan 25, 2021 · 0 comments
Open

cumulative returns #159

tchevri opened this issue Jan 25, 2021 · 0 comments

Comments

@tchevri
Copy link

tchevri commented Jan 25, 2021

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

Sign up for free to join this conversation on GitHub. Already have an account? Sign in to comment
Labels
None yet
Projects
None yet
Development

No branches or pull requests

1 participant