r - why is chart.CumReturns diff to cumsum? -


i have matrix of returns x assets.

i can plot cumulative performance this:

pnls.cum<-apply(pnls.allin , 2 , cumsum) plot(pnls.cum[,1],type="l")

or

chart.cumreturns(pnls.allin[,1])

but graphs subtly different (highs/lows etc) . there reason why?

chart.cumreturns uses geometric chaining (a product) default, not arithmetic chaining (a sum). set geometric=false:

chart.cumreturns(pnls.allin[,1], geometric=false)

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