Putting a benchmark of monthly continuously compounded returns into a Z ordered object

BenchmarkVsSP500

options(digits=4, width=70)

# load packages
library(PerformanceAnalytics)
library(zoo)
library(boot)
library(tseries)

VBLTX.prices = get.hist.quote(instrument="vbltx", start="1981-12-31",
                              end="2012-11-01", quote="AdjClose",
                              provider="yahoo",
                              compression="m", retclass="zoo")
index(VBLTX.prices) = as.yearmon(index(VBLTX.prices))


FMAGX.prices = get.hist.quote(instrument="fmagx", start="1981-12-31",
                              end="2012-11-01", quote="AdjClose",
                              provider="yahoo",
                              compression="m", retclass="zoo")
index(FMAGX.prices) = as.yearmon(index(FMAGX.prices))

SBUX.prices = get.hist.quote(instrument="sbux", start="1981-12-31",
                             end="2012-11-01", quote="AdjClose",
                             provider="yahoo",
                             compression="m", retclass="zoo")
index(SBUX.prices) = as.yearmon(index(SBUX.prices))


GSPC.prices = get.hist.quote(instrument="^gspc", start="1981-12-31",
                             end="2012-11-01", quote="AdjClose",
                             provider="yahoo",
                             compression="m", retclass="zoo")
index(GSPC.prices) = as.yearmon(index(GSPC.prices))

# create merged price data
Prices.z = merge(VBLTX.prices, FMAGX.prices, SBUX.prices, GSPC.prices)
# rename columns
colnames(Prices.z) = c("VBLTX", "FMAGX", "SBUX","S&P500")

# calculate cc returns as difference in log prices
Returns.z = diff(log(Prices.z))