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capm_return(..., returns_data=True)currently renames the caller’s benchmark DataFrame columns tomkt. Copy the supplied benchmark before applying the internal name, matching the copy already made for asset returns.The regressions use the repository’s stock and benchmark fixtures, check that both input frames remain unchanged, and compare estimates with the price-input path for arithmetic and compounded returns. Both cases fail before the fix on the benchmark column mutation.
Validation: all 21 expected-returns tests pass (10 existing NumPy invalid-reduce warnings). Black and
git diff --checkpass. Windows, Python 3.12.14, pandas 3.1.0, NumPy 2.5.4, SciPy 1.18.1, cvxpy 1.9.3.