table.CAPM {PerformanceAnalytics} | R Documentation |

## Asset-Pricing Model Summary: Statistics and Stylized Facts

### Description

Takes a set of returns and relates them to a market benchmark. Provides a set of measures related to the excess return single index model, or CAPM.

### Usage

table.CAPM(Ra, Rb, scale = NA, Rf = 0, digits = 4)

### Arguments

`Ra` |
a vector of returns to test, e.g., the asset to be examined |

`Rb` |
a matrix, data.frame, or timeSeries of benchmark(s) to test the asset against. |

`scale` |
number of periods in a year (daily scale = 252, monthly scale = 12, quarterly scale = 4) |

`Rf` |
risk free rate, in same period as your returns |

`digits` |
number of digits to round results to |

### Details

This table will show statistics pertaining to an asset against a set of benchmarks, or statistics for a set of assets against a benchmark.

### Author(s)

Peter Carl

### See Also

`CAPM.alpha`

`CAPM.beta`

`TrackingError`

`ActivePremium`

`InformationRatio`

`TreynorRatio`

### Examples

data(managers)
table.CAPM(managers[,1:3,drop=FALSE], managers[,8,drop=FALSE], Rf = managers[,10,drop=FALSE])

[Package

*PerformanceAnalytics* version 0.9.9-5

Index]