区间收益+26.19%
区间年化+3.55%
最大回撤-44.75%
日度记录1,619
累计收益路径
与策略对比页相同的交互曲线
首个归档交易日归一化为 0%；可滚轮缩放、拖拽平移或使用底部滑块。精确净值仍以日度表和 CSV 为准。
正在读取归档曲线…
当前查看的是 单一归档区间：源文件只覆盖 2020-01-02 至 2026-09-04，并非完整策略回测。
年度拆分
年度收益
| 年度 | 收益率 | 计量区间 |
|---|---|---|
| 2020 | +31.11% | 2020-01-02 — 2020-12-31 |
| 2021 | -4.32% | 2020-12-31 — 2021-12-31 |
| 2022 | -21.68% | 2021-12-31 — 2022-12-30 |
| 2023 | -10.43% | 2022-12-30 — 2023-12-29 |
| 2024 | +18.39% | 2023-12-29 — 2024-12-31 |
| 2025 | +21.49% | 2024-12-31 — 2025-12-31 |
| 2026 · YTD | -0.30% | 2025-12-31 — 2026-09-04 |
可追溯明细
日度净值
原档案净值 · 人民币元。 当前显示第 14 页
| 日期 | 原档案净值（元） |
|---|---|
| 2022-09-06 | 103,717.64 |
| 2022-09-07 | 103,937.90 |
| 2022-09-08 | 103,442.30 |
| 2022-09-09 | 105,039.23 |
| 2022-09-13 | 105,424.69 |
| 2022-09-14 | 104,158.17 |
| 2022-09-15 | 103,139.44 |
| 2022-09-16 | 100,661.45 |
| 2022-09-19 | 100,358.58 |
| 2022-09-20 | 100,413.65 |
| 2022-09-21 | 99,587.65 |
| 2022-09-22 | 98,789.19 |
| 2022-09-23 | 98,568.92 |
| 2022-09-26 | 97,880.59 |
| 2022-09-27 | 99,257.25 |
| 2022-09-28 | 97,715.39 |
| 2022-09-29 | 97,742.93 |
| 2022-09-30 | 97,027.06 |
| 2022-10-10 | 94,851.94 |
| 2022-10-11 | 94,769.34 |
| 2022-10-12 | 96,476.40 |
| 2022-10-13 | 95,567.80 |
| 2022-10-14 | 97,990.73 |
| 2022-10-17 | 97,963.19 |
| 2022-10-18 | 97,770.46 |
| 2022-10-19 | 96,146.00 |
| 2022-10-20 | 95,815.60 |
| 2022-10-21 | 95,209.87 |
| 2022-10-24 | 92,511.62 |
| 2022-10-25 | 92,071.08 |
| 2022-10-26 | 92,842.01 |
| 2022-10-27 | 92,126.15 |
| 2022-10-28 | 89,758.29 |
| 2022-10-31 | 88,684.50 |
| 2022-11-01 | 92,484.08 |
| 2022-11-02 | 93,420.21 |
| 2022-11-03 | 92,594.21 |
| 2022-11-04 | 96,090.93 |
| 2022-11-07 | 96,090.93 |
| 2022-11-08 | 95,457.67 |
| 2022-11-09 | 94,356.34 |
| 2022-11-10 | 93,778.14 |
| 2022-11-11 | 96,476.40 |
| 2022-11-14 | 96,531.47 |
| 2022-11-15 | 98,596.46 |
| 2022-11-16 | 97,797.99 |
| 2022-11-17 | 97,329.93 |
| 2022-11-18 | 96,972.00 |
| 2022-11-21 | 96,063.40 |
| 2022-11-22 | 96,008.33 |
数据来源、版本与可追溯信息
日度来源：optimization/cost_stress/extra_0_2bps/close_benchmark_daily_nav.csv
日度 SHA-256：e231c166f098bd77ef6fb5e14949031263c4473684e73e975f199995e9d2e2c6
归档保留原始路径与校验值，以便复核；重复版本不应视为独立的策略验证。