Regression for CAPM.. Finance

#1
I am testing CAPM (a financial model) using regression. Would It be correct to say that 'c' (the constant) is equal to the alpha? Thanks
 
#2
I just had an exam in both applied regression and finance(covering among other things CAPM) and i still didnt quite understand that :)

could you possibly elaborate ?

I would be happy to help!
 
#3
If you regress the right things, then yes, what is called alpha is "the constant", aka the intercept. The right things are the security's excess return vs. the market's excess return.