1926-2016

Any time you hear an investment professional mention the year 1926, he's telling you he's gotten his data from CRSP.

In 1960, Chicago Booth embarked on development of the world’s first comprehensive database for historical security prices and returns information. The research-quality data created by this transformational project established a vast amount of scholarly research for several generations of academics. Visit the special 90 Years of Data page to view a historical timeline, read a few factoids, and utilize our related graphic resources.

Current Release Notes Most Viewed Guides CRSP in Action

Includes data definitions, calculations, methodologies, and more.

Includes data definitions, link information, access functions, and cross reference information

Access tools and programming libraries for the CRSP US Stock & US Index Databases and CRSP/Compustat Merged databases.

Includes installation, data access, and tool usage

This Basically Anonymous Fund Manager Oversees $800 Billion

Take a rare look behind the scenes at an index fund with Vanguard's Gerry O'Reilly, manager of the world's largest mutual fund.

ETF Specialist

Index Construction Matters

Parsing the details of index methodologies is central to understanding the processes of index funds and ETFs and informs our overall assessment of these funds' investment merit.

2016 Big Picture Interactive Chart


The Big Picture chart illustrates the investment returns of the major asset classes from 1926 onward.

Announcements

Sun Solaris Support Ending

In order to ensure that our subscribers continue to have robust and dependable data access, CRSP is retiring big-endian databases for use on Solaris platforms following publication of the December 2016 data cut that is available in January 2017.

Are Markets Efficient?

The Big Question is Chicago Booth’s monthly video panel discussion series. A new episode features a conversation between two giants of economics: CRSP Board Chairman and Booth Professor Eugene Fama, and Booth Professor Richard Thaler. View the video here.