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 17 页
| 日期 | 原档案净值（元） |
|---|---|
| 2023-04-21 | 103,249.57 |
| 2023-04-24 | 101,845.38 |
| 2023-04-25 | 101,322.25 |
| 2023-04-26 | 101,074.45 |
| 2023-04-27 | 102,038.11 |
| 2023-04-28 | 103,111.90 |
| 2023-05-04 | 103,111.90 |
| 2023-05-05 | 102,671.37 |
| 2023-05-08 | 103,910.37 |
| 2023-05-09 | 102,946.71 |
| 2023-05-10 | 102,093.18 |
| 2023-05-11 | 101,955.51 |
| 2023-05-12 | 100,551.32 |
| 2023-05-15 | 102,285.91 |
| 2023-05-16 | 101,817.84 |
| 2023-05-17 | 101,074.45 |
| 2023-05-18 | 101,046.91 |
| 2023-05-19 | 100,881.71 |
| 2023-05-22 | 101,432.38 |
| 2023-05-23 | 99,862.98 |
| 2023-05-24 | 98,403.72 |
| 2023-05-25 | 98,155.93 |
| 2023-05-26 | 98,293.59 |
| 2023-05-29 | 97,853.06 |
| 2023-05-30 | 97,963.19 |
| 2023-05-31 | 96,972.00 |
| 2023-06-01 | 97,192.26 |
| 2023-06-02 | 98,651.52 |
| 2023-06-05 | 98,155.93 |
| 2023-06-06 | 97,137.20 |
| 2023-06-07 | 96,806.80 |
| 2023-06-08 | 97,687.86 |
| 2023-06-09 | 98,128.39 |
| 2023-06-12 | 98,238.52 |
| 2023-06-13 | 99,036.99 |
| 2023-06-14 | 99,036.99 |
| 2023-06-15 | 100,826.65 |
| 2023-06-16 | 101,845.38 |
| 2023-06-19 | 101,019.38 |
| 2023-06-20 | 100,826.65 |
| 2023-06-21 | 99,312.32 |
| 2023-06-26 | 98,100.86 |
| 2023-06-27 | 98,816.72 |
| 2023-06-28 | 99,036.99 |
| 2023-06-29 | 98,541.39 |
| 2023-06-30 | 99,174.65 |
| 2023-07-03 | 100,413.65 |
| 2023-07-04 | 100,606.38 |
| 2023-07-05 | 99,862.98 |
| 2023-07-06 | 99,092.05 |
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。