[R-SIG-Finance] is there a function that will compute a cumulative return times series

[s]

On 5/13/11 12:23 PM, Brian G. Peterson wrote:
> Package PerformanceAnalytics will do this for you.
>
> ?Return.calculate
> ?charts.PerformanceSummary
> ?chart.CumReturns
>
This is great. Thank you Brian. I tried a suggestion from another
gentlemen who indicated I could use the cumsum() function. I will try
out the functions in PerformanceAnalytics now.
> for starters.
>
> Regards,
>
>    - Brian
>
> On Fri, 2011-05-13 at 08:54 -0700, algotr8der wrote:
>> Hello,
>>
>> Do any of you know whether there exists a function that I can use to produce
>> a cumulative return time series of an xts object (stock price). I have
>> created my own code to do this but I was wondering if there already exists a
>> function that does what I want as I would like the resulting object to
>> remain as a XTS object so I can plot various studies on the same chart.
>>
>> I have attached an image of a chart that shows the cumulative return time
>> series of an ETF and its components.
>>
>> http://r.789695.n4.nabble.com/file/n3520559/Screen_shot_2011-05-13_at_11.31.53_AM.png
>> Screen_shot_2011-05-13_at_11.31.53_AM.png 
>>
>> I looked through the 'TTR' package and found very useful functions that
>> compute running/window SDs, Means, Cov etc...    but was wondering if there
>> is something similar for cumulative returns.
>>
>> --
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>>
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