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 28 页
| 日期 | 原档案净值（元） |
|---|---|
| 2025-07-30 | 113,134.00 |
| 2025-07-31 | 111,013.94 |
| 2025-08-01 | 110,408.21 |
| 2025-08-04 | 110,931.34 |
| 2025-08-05 | 111,784.87 |
| 2025-08-06 | 112,087.73 |
| 2025-08-07 | 112,060.20 |
| 2025-08-08 | 111,784.87 |
| 2025-08-11 | 112,308.00 |
| 2025-08-12 | 113,023.86 |
| 2025-08-13 | 113,987.53 |
| 2025-08-14 | 113,794.79 |
| 2025-08-15 | 114,868.59 |
| 2025-08-18 | 115,749.65 |
| 2025-08-19 | 115,143.92 |
| 2025-08-20 | 116,768.38 |
| 2025-08-21 | 117,153.85 |
| 2025-08-22 | 119,934.70 |
| 2025-08-25 | 122,302.56 |
| 2025-08-26 | 121,641.76 |
| 2025-08-27 | 119,824.57 |
| 2025-08-28 | 122,137.36 |
| 2025-08-29 | 123,293.75 |
| 2025-09-01 | 123,706.75 |
| 2025-09-02 | 122,990.89 |
| 2025-09-03 | 121,862.03 |
| 2025-09-04 | 119,301.44 |
| 2025-09-05 | 121,999.69 |
| 2025-09-08 | 122,027.23 |
| 2025-09-09 | 121,283.83 |
| 2025-09-10 | 121,559.16 |
| 2025-09-11 | 124,918.21 |
| 2025-09-12 | 123,844.42 |
| 2025-09-15 | 124,064.68 |
| 2025-09-16 | 123,816.89 |
| 2025-09-17 | 124,725.48 |
| 2025-09-18 | 123,101.02 |
| 2025-09-19 | 123,376.35 |
| 2025-09-22 | 123,789.35 |
| 2025-09-23 | 123,871.95 |
| 2025-09-24 | 125,000.81 |
| 2025-09-25 | 125,881.88 |
| 2025-09-26 | 124,670.41 |
| 2025-09-29 | 126,790.47 |
| 2025-09-30 | 127,148.40 |
| 2025-10-09 | 129,213.40 |
| 2025-10-10 | 126,542.67 |
| 2025-10-13 | 125,799.28 |
| 2025-10-14 | 124,505.22 |
| 2025-10-15 | 126,184.74 |
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。