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GET
Returns a daily performance curve for one of your strategies, or for any public strategy listed by List Discovery Strategies. The curve covers the shorter of 12 months or the shared asset price-history window. Your own strategies use their configured rebalance cadence; public strategies use the creator’s rebalance cadence when available, defaulting to a daily rebalance assumption. The schedule in the response states which cadence the curve was computed with. Note the discovery listing’s metrics.performance.summary is always computed at the daily assumption, so it can differ from this endpoint’s summary when a creator cadence applies. Strategy performance is always reported as TWR (time-weighted return).
  • Auth: x-api-key header (required)
  • Scope: strategies:read
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string
required
Strategy identifier.
Common error responses:
  • 400 when the path parameter is invalid, or when the strategy’s stored spec references an unknown asset (caip_asset_id not registered) or an invalid allocation weight. The error body’s message field carries the offending CAIP id(s) when an unknown asset is the cause.
  • 401 when x-api-key header is missing or the key is invalid
  • 403 when the API key lacks the strategies:read scope
  • 404 when the strategy does not exist, or is neither yours nor public
  • 500 on unexpected server errors
The response carries a meta block with the calculation provenance and a summary block derived from the points (omitted when the curve has fewer than two points).
  • meta.method is always TWR (time-weighted return).
  • meta.resolution is 1d; points[] has at most one entry per UTC date.
  • meta.asOf is the wall-clock the curve was computed at — useful for caching and for displaying “as of X” labels.
  • The curve’s window is implicit in points: the first/last point dates are the start/end. points.at(-1).percentChange is the cumulative return since points[0].date.
  • summary.windows[] carries one entry per lookback that has a usable anchor in the curve, ordered shortest → longest (1d, 1w, 1m, 3m, 6m, 12m, all). Each entry is { window, percentChange, since } where since is the anchor date used. Fixed windows whose lookback predates the curve are omitted (12m is omitted unless the strategy has the full 12-month history). all anchors on the curve’s first point and equals the cumulative return, so it is present whenever summary is.