A solução é simples, basta ver o formato das datas.

A modificação abaixo deve ser suficiente se o resta dos seus dados seguirem o mesmo padrão.


z <- read.zoo("dados.csv", header = TRUE, sep = ",", format = "%m/%d/%y")

> z
                CDI Ibovespa ALFA.DINAMICO.FIA ALFA.FIA
1997-01-02 100.2442     6956          77.56310  0.33373
1997-01-03 100.3214     6998          78.05032  0.34725
1997-01-06 100.3986     7160          79.31970  0.34982
1997-01-07 100.4759     7297          82.01036  0.34084
1997-01-08 100.5533     7427          82.28164  0.34426
1997-01-09 100.6307     7454          82.79493  0.34285
1997-01-10 100.7089     7478          82.04698  0.34263
1997-01-13 100.7871     7412          82.32868  0.34275
1997-01-14 100.8654     7621          84.52306  0.34776
1997-01-15 100.9437     7668          86.36466  0.34922
1997-01-16 101.0221     7656          86.74005  0.35130
1997-01-17 101.1009     7816          86.74305  0.35152
1997-01-20 101.1798     7835          86.84854  0.35297
1997-01-21 101.2584     7905          87.77227  0.35453
1997-01-22 101.3370     7818          87.63108  0.35711
1997-01-23 101.4161     7891          87.96762  0.35650
1997-01-24 101.4955     7760          87.75150  0.35470
1997-01-27 101.5747     7759          87.71396  0.35453
1997-01-28 101.6552     7850          87.64120  0.35487
1997-01-29 101.7345     7737          86.20481  0.35258
1997-01-30 101.8169     7789          86.37315  0.35225
1997-01-31 101.9103     7965          88.24893  0.35641
1997-02-03 102.0037     8096          89.45418  0.35969
1997-02-04 102.0979     8102          89.39141  0.35950
1997-02-05 102.1918     8171          90.26877  0.36263
1997-02-06 102.2862     8148          90.26682  0.36110
1997-02-07 102.3806     8317          92.41892  0.36529
1997-02-12 102.4751     8671          96.43418  0.37360


2013/4/29 Marcos Vagner Macedo <marcosvmacedo@gmail.com>
Daniel,

Segue um exemplo dos dados para tornar o problema reproduzível.

Data CDI Ibovespa ALFA DINAMICO FIA ALFA FIA
01/02/97 100.244198 6956 77.5631 0.33373
01/03/97 100.32139 6998 78.05032 0.34725
01/06/97 100.398636 7160 79.3197 0.34982
01/07/97 100.475946 7297 82.01036 0.34084
01/08/97 100.553312 7427 82.28164 0.34426
01/09/97 100.630733 7454 82.79493 0.34285
01/10/97 100.70889 7478 82.04698 0.34263
01/13/97 100.78711 7412 82.32868 0.34275
01/14/97 100.865386 7621 84.52306 0.34776
01/15/97 100.943725 7668 86.36466 0.34922
01/16/97 101.022127 7656 86.74005 0.3513
01/17/97 101.100925 7816 86.74305 0.35152
01/20/97 101.179779 7835 86.84854 0.35297
01/21/97 101.258363 7905 87.77227 0.35453
01/22/97 101.337011 7818 87.63108 0.35711
01/23/97 101.416054 7891 87.96762 0.3565
01/24/97 101.495494 7760 87.7515 0.3547
01/27/97 101.574664 7759 87.71396 0.35453
01/28/97 101.655242 7850 87.6412 0.35487
01/29/97 101.734531 7737 86.20481 0.35258
01/30/97 101.816938 7789 86.37315 0.35225
01/31/97 101.910268 7965 88.24893 0.35641
02/03/97 102.003692 8096 89.45418 0.35969
02/04/97 102.097876 8102 89.39141 0.3595
02/05/97 102.191799 8171 90.26877 0.36263
02/06/97 102.286157 8148 90.26682 0.3611
02/07/97 102.380603 8317 92.41892 0.36529
02/12/97 102.475135 8671 96.43418 0.3736

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