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URGENT help with CAPM understanding. Can someone help me with an explanation for why these stocks don't support the CAPM model? I found the betas

URGENT help with CAPM understanding.

Can someone help me with an explanation for why these stocks don't support the CAPM model? I found the betas and plotted them agains the return, but there's not really any correlation.

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Beta versus Returns ARNC PXD 1.5 MRO HST AMAT 1.2 AES FAST GPS MSFT AET 0.9 0.8 0.7 0.6 CTL SCG -0.1 0.05 0 0.05 0.15 0.2 0.25 0.3 Expected Return

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