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...ative return 'returnsFromInception' for the equity starting from the startOffset date. Is there a better way than as follows: n <- NROW(historicalReturns) returnsFromInception <- matrix(nrow = 1, ncol = NCOL(historicalInceptionDates)) for (i in 1 : NCOL(historicalReturns)) { cumReturn <- cumsum(historicalReturns[startOffset[1, i] : n, i]) returnsFromInception[1, i] <- cumReturn[length(cumReturn)] } This works for me, but seems rather inelegant, and I don't like having to use a matrix for returnsFromInception and startOffset, where vectors would work. Thanks for...

...]) and getting this error Error in as.vector(data[, i]) : subscript out of bounds I've searched around and cannot find a solution to the problem.  I've used this in the past without problem and I'm not sure what I did different this time. Other functions from that package like chat.CumReturns() work OK with this series.  CAPM.Beta() does not. You can get the series timeSeries at http://www.pazzula.com/blog/series.rda Thanks in advance.   Dominic J. Pazzula +-+-+-+-+-+-+-+-+-+-+- dompazz@yahoo.com [[alternative HTML version deleted]]