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 31 页
| 日期 | 原档案净值（元） |
|---|---|
| 2026-03-17 | 127,919.33 |
| 2026-03-18 | 128,359.87 |
| 2026-03-19 | 126,625.27 |
| 2026-03-20 | 125,992.01 |
| 2026-03-23 | 121,972.16 |
| 2026-03-24 | 123,321.29 |
| 2026-03-25 | 125,110.95 |
| 2026-03-26 | 123,569.09 |
| 2026-03-27 | 124,119.75 |
| 2026-03-30 | 123,899.48 |
| 2026-03-31 | 122,880.76 |
| 2026-04-01 | 124,835.61 |
| 2026-04-02 | 123,596.62 |
| 2026-04-03 | 122,632.96 |
| 2026-04-07 | 122,412.69 |
| 2026-04-08 | 126,707.87 |
| 2026-04-09 | 125,881.88 |
| 2026-04-10 | 127,809.20 |
| 2026-04-13 | 128,084.53 |
| 2026-04-14 | 129,736.53 |
| 2026-04-15 | 129,240.93 |
| 2026-04-16 | 130,672.66 |
| 2026-04-17 | 130,479.92 |
| 2026-04-20 | 131,195.79 |
| 2026-04-21 | 131,498.65 |
| 2026-04-22 | 132,462.32 |
| 2026-04-23 | 132,186.98 |
| 2026-04-24 | 131,663.85 |
| 2026-04-27 | 131,663.85 |
| 2026-04-28 | 131,333.45 |
| 2026-04-29 | 132,737.65 |
| 2026-04-30 | 132,820.25 |
| 2026-05-06 | 134,582.37 |
| 2026-05-07 | 135,243.17 |
| 2026-05-08 | 134,527.31 |
| 2026-05-11 | 136,729.96 |
| 2026-05-12 | 136,647.37 |
| 2026-05-13 | 138,134.16 |
| 2026-05-14 | 136,041.63 |
| 2026-05-15 | 134,307.04 |
| 2026-05-18 | 133,591.18 |
| 2026-05-19 | 134,059.24 |
| 2026-05-20 | 134,114.31 |
| 2026-05-21 | 132,379.72 |
| 2026-05-22 | 133,866.51 |
| 2026-05-25 | 135,931.50 |
| 2026-05-26 | 136,895.16 |
| 2026-05-27 | 135,793.84 |
| 2026-05-28 | 135,793.84 |
| 2026-05-29 | 135,546.04 |
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。