Cap Weighted Portfolios Are the Best Portfolios for Risk Return

The first major indexes are set up cap weighted right well yeah i mean well twist of fate. If the stock goes up you don't have to sell or buy because it's automatically reweighted in your portfolio exactly the sameright as a mark that makes it extremely convenient but secondly if the market is efficient we economists had proved cap weighted portfolios are the best optimal portfolios for risk return so any other waiting will give you a worse risk return.