Chart: CRSP Market Returns#
Cumulative value-weighted market returns from CRSP
Chart#
Sources: CRSP
Interactive time series chart showing cumulative growth of $1 invested in the value-weighted market portfolio from 1930-2024. Uses logarithmic scale to show long-term compounding.
Chart Specs#
Chart Name |
CRSP Market Returns |
|---|---|
Chart ID |
market_returns |
Topic Tags |
Market Returns, Crsp |
Data Series Start Date |
1930-01-01 |
Data Frequency |
Monthly |
Observation Period |
Month-end |
Lag in Data Release |
One month |
Data Release Timing |
|
Seasonal Adjustment |
None |
Units |
Cumulative Return |
Data Series |
v, w, r, e, t, d |
HTML Chart |
Dataframe Manifest#
Dataframe Name |
CRSP Market Returns |
|---|---|
Dataframe ID |
|
Data Sources |
CRSP |
Data Providers |
WRDS |
Links to Providers |
|
Topic Tags |
Market Returns, Crsp, Value-Weighted |
Type of Data Access |
S,u,b,s,c,r,i,p,t,i,o,n, ,(,W,R,D,S,) |
How is data pulled? |
WRDS Python API |
Data available up to (min) |
|
Data available up to (max) |
|
Dataframe Path |
C:\Users\Zara\Documents\GitHub\FINM-Winter\full-stack-quant\p01_kelly_pruitt_2013_data\CRSP_market_returns.parquet |
Download Data as Parquet |
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Download Data as Excel |
|
Linked Charts |
Pipeline Manifest#
Pipeline Name |
Market Expectations in the Cross-Section of Present Values |
|---|---|
Pipeline ID |
|
Lead Pipeline Developer |
Zara and Dylan |
Contributors |
Zara, Dylan |
Git Repo URL |
|
Pipeline Web Page |
|
Date of Last Code Update |
2026-03-05 23:55:41 |
OS Compatibility |
|
Linked Dataframes |
P01:crsp_monthly_stock |