pt.cmexrtn {YRmisc} | R Documentation |
Cumulative return is the compounded return in a given period. The excess return is the difference between the cumulative return of a risky asset and the cumulative return of a benchmark.
pt.cmexrtn(ar,br)
ar |
:a vector of risky asset returns |
br |
:a vector of benchmark returns |
brtn <- runif(12, -1, 1)
artn <- runif(12, -1, 1)
pt.cmexrtn(artn,brtn)