What are the formulas to calculate $($i$)$ mean monthly returns, $($ii$)$standard deviation of returns, $($iii$)$ beta relative to the market, $($iv$)$ idiosyncratic volatility using CAPM, $($v$)$ Sharpe ratio, $($vi$)$ Jensen$$s alpha $($same as CAPM alpha$),($vii$)$ betas relative to all factors in the four$-$factor model, and $($viii$)$ four$-$factor alpha.