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