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 30 页
| 日期 | 原档案净值（元） |
|---|---|
| 2025-12-25 | 127,836.74 |
| 2025-12-26 | 128,332.33 |
| 2025-12-29 | 127,754.14 |
| 2025-12-30 | 128,029.47 |
| 2025-12-31 | 127,478.80 |
| 2026-01-05 | 129,984.33 |
| 2026-01-06 | 132,049.32 |
| 2026-01-07 | 131,553.72 |
| 2026-01-08 | 130,507.46 |
| 2026-01-09 | 131,113.19 |
| 2026-01-12 | 131,884.12 |
| 2026-01-13 | 131,416.05 |
| 2026-01-14 | 130,590.06 |
| 2026-01-15 | 130,837.86 |
| 2026-01-16 | 130,397.32 |
| 2026-01-19 | 130,452.39 |
| 2026-01-20 | 130,066.93 |
| 2026-01-21 | 130,232.13 |
| 2026-01-22 | 130,149.53 |
| 2026-01-23 | 129,516.26 |
| 2026-01-26 | 129,736.53 |
| 2026-01-27 | 129,681.46 |
| 2026-01-28 | 130,094.46 |
| 2026-01-29 | 131,278.39 |
| 2026-01-30 | 129,708.99 |
| 2026-02-02 | 126,652.81 |
| 2026-02-03 | 128,414.93 |
| 2026-02-04 | 129,598.86 |
| 2026-02-05 | 128,827.93 |
| 2026-02-06 | 128,001.93 |
| 2026-02-09 | 130,149.53 |
| 2026-02-10 | 130,314.72 |
| 2026-02-11 | 130,039.39 |
| 2026-02-12 | 130,149.53 |
| 2026-02-13 | 128,607.67 |
| 2026-02-24 | 129,846.66 |
| 2026-02-25 | 130,782.79 |
| 2026-02-26 | 130,369.79 |
| 2026-02-27 | 130,094.46 |
| 2026-03-02 | 130,479.92 |
| 2026-03-03 | 128,800.40 |
| 2026-03-04 | 126,928.14 |
| 2026-03-05 | 128,139.60 |
| 2026-03-06 | 128,497.53 |
| 2026-03-09 | 127,451.27 |
| 2026-03-10 | 128,938.06 |
| 2026-03-11 | 129,708.99 |
| 2026-03-12 | 129,240.93 |
| 2026-03-13 | 128,772.86 |
| 2026-03-16 | 128,855.46 |
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。