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 25 页
| 日期 | 原档案净值（元） |
|---|---|
| 2024-12-16 | 104,213.23 |
| 2024-12-17 | 104,516.10 |
| 2024-12-18 | 104,984.16 |
| 2024-12-19 | 105,149.36 |
| 2024-12-20 | 104,818.96 |
| 2024-12-23 | 104,929.10 |
| 2024-12-24 | 106,223.16 |
| 2024-12-25 | 106,305.76 |
| 2024-12-26 | 106,333.29 |
| 2024-12-27 | 106,168.09 |
| 2024-12-30 | 106,691.22 |
| 2024-12-31 | 104,929.10 |
| 2025-01-02 | 101,817.84 |
| 2025-01-03 | 100,716.51 |
| 2025-01-06 | 100,275.98 |
| 2025-01-07 | 101,019.38 |
| 2025-01-08 | 100,854.18 |
| 2025-01-09 | 100,633.91 |
| 2025-01-10 | 99,449.99 |
| 2025-01-13 | 99,036.99 |
| 2025-01-14 | 101,735.24 |
| 2025-01-15 | 101,101.98 |
| 2025-01-16 | 101,157.05 |
| 2025-01-17 | 101,514.98 |
| 2025-01-20 | 102,038.11 |
| 2025-01-21 | 102,175.78 |
| 2025-01-22 | 101,184.58 |
| 2025-01-23 | 101,487.44 |
| 2025-01-24 | 102,368.51 |
| 2025-01-27 | 101,762.78 |
| 2025-02-05 | 101,212.11 |
| 2025-02-06 | 102,451.11 |
| 2025-02-07 | 103,992.97 |
| 2025-02-10 | 104,103.10 |
| 2025-02-11 | 103,662.57 |
| 2025-02-12 | 104,708.83 |
| 2025-02-13 | 104,433.50 |
| 2025-02-14 | 105,259.50 |
| 2025-02-17 | 105,452.23 |
| 2025-02-18 | 104,653.76 |
| 2025-02-19 | 105,231.96 |
| 2025-02-20 | 104,901.56 |
| 2025-02-21 | 106,388.36 |
| 2025-02-24 | 106,030.43 |
| 2025-02-25 | 104,901.56 |
| 2025-02-26 | 105,810.16 |
| 2025-02-27 | 106,168.09 |
| 2025-02-28 | 104,158.17 |
| 2025-03-03 | 103,800.24 |
| 2025-03-04 | 103,690.10 |
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。