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 15 页
| 日期 | 原档案净值（元） |
|---|---|
| 2022-11-23 | 96,090.93 |
| 2022-11-24 | 95,595.34 |
| 2022-11-25 | 96,173.53 |
| 2022-11-28 | 94,934.54 |
| 2022-11-29 | 98,128.39 |
| 2022-11-30 | 98,210.99 |
| 2022-12-01 | 99,449.99 |
| 2022-12-02 | 98,816.72 |
| 2022-12-05 | 100,771.58 |
| 2022-12-06 | 101,404.85 |
| 2022-12-07 | 101,074.45 |
| 2022-12-08 | 101,322.25 |
| 2022-12-09 | 102,258.37 |
| 2022-12-12 | 101,101.98 |
| 2022-12-13 | 100,799.11 |
| 2022-12-14 | 101,074.45 |
| 2022-12-15 | 101,019.38 |
| 2022-12-16 | 101,129.51 |
| 2022-12-19 | 99,532.59 |
| 2022-12-20 | 97,797.99 |
| 2022-12-21 | 97,715.39 |
| 2022-12-22 | 97,935.66 |
| 2022-12-23 | 97,660.33 |
| 2022-12-26 | 97,908.13 |
| 2022-12-27 | 99,202.19 |
| 2022-12-28 | 98,844.26 |
| 2022-12-29 | 98,513.86 |
| 2022-12-30 | 98,954.39 |
| 2023-01-03 | 99,257.25 |
| 2023-01-04 | 99,394.92 |
| 2023-01-05 | 101,459.91 |
| 2023-01-06 | 101,900.44 |
| 2023-01-09 | 102,588.77 |
| 2023-01-10 | 102,753.97 |
| 2023-01-11 | 102,753.97 |
| 2023-01-12 | 102,919.17 |
| 2023-01-13 | 104,626.23 |
| 2023-01-16 | 106,360.82 |
| 2023-01-17 | 106,250.69 |
| 2023-01-18 | 106,002.89 |
| 2023-01-19 | 106,773.82 |
| 2023-01-20 | 107,407.09 |
| 2023-01-30 | 108,067.88 |
| 2023-01-31 | 106,801.36 |
| 2023-02-01 | 107,654.89 |
| 2023-02-02 | 107,379.55 |
| 2023-02-03 | 106,195.63 |
| 2023-02-06 | 104,626.23 |
| 2023-02-07 | 104,901.56 |
| 2023-02-08 | 104,433.50 |
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。