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 19 页
| 日期 | 原档案净值（元） |
|---|---|
| 2023-09-15 | 96,559.00 |
| 2023-09-18 | 96,916.93 |
| 2023-09-19 | 96,779.26 |
| 2023-09-20 | 96,283.67 |
| 2023-09-21 | 95,320.00 |
| 2023-09-22 | 97,385.00 |
| 2023-09-25 | 96,614.06 |
| 2023-09-26 | 96,035.87 |
| 2023-09-27 | 96,311.20 |
| 2023-09-28 | 95,925.73 |
| 2023-10-09 | 95,650.40 |
| 2023-10-10 | 94,907.01 |
| 2023-10-11 | 95,127.27 |
| 2023-10-12 | 96,118.47 |
| 2023-10-13 | 95,154.80 |
| 2023-10-16 | 93,970.88 |
| 2023-10-17 | 94,301.27 |
| 2023-10-18 | 93,530.34 |
| 2023-10-19 | 91,410.29 |
| 2023-10-20 | 90,914.69 |
| 2023-10-23 | 89,868.43 |
| 2023-10-24 | 90,006.09 |
| 2023-10-25 | 90,556.76 |
| 2023-10-26 | 90,914.69 |
| 2023-10-27 | 92,401.48 |
| 2023-10-30 | 92,842.01 |
| 2023-10-31 | 92,621.75 |
| 2023-11-01 | 92,566.68 |
| 2023-11-02 | 92,098.62 |
| 2023-11-03 | 92,869.55 |
| 2023-11-06 | 94,191.14 |
| 2023-11-07 | 93,888.28 |
| 2023-11-08 | 93,585.41 |
| 2023-11-09 | 93,668.01 |
| 2023-11-10 | 92,924.61 |
| 2023-11-13 | 92,786.95 |
| 2023-11-14 | 92,786.95 |
| 2023-11-15 | 93,475.28 |
| 2023-11-16 | 92,484.08 |
| 2023-11-17 | 92,346.42 |
| 2023-11-20 | 92,649.28 |
| 2023-11-21 | 92,786.95 |
| 2023-11-22 | 91,713.15 |
| 2023-11-23 | 92,236.28 |
| 2023-11-24 | 91,547.95 |
| 2023-11-27 | 90,887.16 |
| 2023-11-28 | 90,997.29 |
| 2023-11-29 | 90,253.89 |
| 2023-11-30 | 90,364.02 |
| 2023-12-01 | 89,978.56 |
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。