Description
table.CalendarReturns only handles monthly data.
Either output error message if non monthly data is supplied to avoid confusion, or make the change on line 109 for geometric (and similar for additive):
target.df[year[i], month[i]] = prod(1+c(target.df[year[i], month[i]],as.numeric(ri[i, column])),na.rm=TRUE) - 1