score_portfolio
Compute named factor exposures and risk contribution for positions. You must supply daily close history (volume for liquidity, market_cap for size, benchmark for beta). Creo never fetches prices. Missing exposures stay null with a reason. Needs a key unless every position is a SYNTH.* ticker without history. Costs 1 credit when it succeeds; errors are free.
Input Schema
| Name | Required | Description | Default |
|---|---|---|---|
| cash | No | Cash in USD, part of NAV. | |
| api_key | No | Optional. Your creo_ key, for clients that can't set the x-api-key header after connecting (for example right after mint_api_key). Prefer the header. | |
| factors | No | Default: all factors for the asset classes present. | |
| universe | No | ||
| valid_at | No | UTC cutoff ending in Z; later bars are ignored. | |
| benchmark | No | Market series for beta, e.g. SPY closes. Without it beta is null with MISSING_BENCHMARK. | |
| positions | Yes | quantity > 0 is long, < 0 is short. |