Cron Portfolio Returns Cache

Rebuild portfolio_returns_cache from price_history (pure DB→DB).

Recomputes the trailing 252-day log-return array + its trading-date grid for every symbol with >= 30 usable returns, via the rebuild_portfolio_returns_cache proc (mig 162). No AlphaVantage, no yfinance, no screener batch — one statement inside Postgres.

Runs after the nightly 22:30 UTC price-history snapshot and its eod sync (scheduler_setup.py), so the arrays always include the close that just landed. Feeds POST /api/portfolio/optimize — the Black-Litterman covariance matrix reads nothing else. Idempotent; a re-run just rewrites the arrays.