Thread: Rolling period
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Fredrik Wahlgren
 
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"Stephen POWELL" wrote in message
...
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


I think this is a reasonable approach.

/Fredrik