Thread: Rolling period
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Stephen POWELL
 
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Matthew:
A not very sophisticated approach would be to add a helper column to the
right of your monthly returns which calculates the cumulative return from the
first month.
Step 2 would be to use a vlookup that takes the cumulative value found by
using your later date and divides it by the result of a second vlookup that
returns the cumulative value found by using your earlier date and then
subtracts 1.
Stephen Powell

"matthew" wrote:

I have a list of 5 years worth of monthly returns or 72 cells with dates and
the corresponding return. If I want to take a date range/period, I would
like it to link those returns. So in my example below if I type in 2/28/04 -
5/31/04 I would like excel to do the following
=((1%+1)*(3%+1)*(-2%+1)*(4%+1)-1)*100 which equals 5.486%. Can this be done
with excel? Thank you.




Date Return
1/31/04 2.0%
2/28/04 1.0%
3/31/04 3.0%
4/30/04 -2.5%
5/31/04 4.0%
I want to be able to type in start date of 3/31/04 and end date of 5/31/04
and have excel calculate the return for that time period. Should be 4.44%.