CRSP partners with Investments Illustrated, the leading financial illustration firm, to present a series of charts on long-run risk and return performance.
The 1926 starting point for historical data is a result of the initial study by Chicago Booth Professors Jim Lorie> and Larry Fisher found in their seminal research paper Rates of Return on Investments in Common Stock. More information about the development of CRSP can found here.
| Current Release Notes | Most Viewed Guides | CRSP in Action |
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CRSP US Treasury DatabaseCRSP US Stock DatabasesCRSP/Compustat Merged DatabaseCRSP US Index History Files - IntradayCRSP Survivor-Bias-Free US Mutual FundsCRSP/Ziman Real Estate Database |
Includes data definitions, calculations, methodologies, and more. Includes data definitions, link information, access functions, and cross reference information. Note: We are in the process of updating the online versions of our product guides. For the most current information, please download the PDF via the link below: Includes installation, data access, and tool usage Includes file formats, data definitions and calculations. |
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2020 Big Picture Chart
CRSP partners with Investments Illustrated, the leading financial illustration firm, to present a series of charts on long-run risk and return performance.