MAINT: Use pd.normalize_date in cumulative risk module.

Also, normalize the period close when checking trading days,
so that an extra value isn't added to the index for the returns
containers.
MAINT: Make returns frequency and returns index class members.

Hold on to the values set for the returns frequency and the cont
index, mainly for debugging purposes mid-process.

It was useful to have these values when debugging why there was
an extra non-midnight time in the index.