The link is broken for some reason (could be me or maybe it's on your side)... however, I don't need it to help you.
CAPM:
Stock Return = Beta (Rm - Rf) + Rf
Where Rf = Risk Free rate and Rm = Market return
"Market return" should be the geometric average return from inception (the earliest date) to today. If you're looking for market return of 1984, then you take the price of the market on December 31, divide by the price on 1 January and then subtract one. The Risk Free rate is the long-term sovereign rate (should be given to you).
Market risk is the standard deviation of the market (on a daily basis). This is the sum of the square differences from the mean divided by the number of days (minus one).
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