区间收益+27.78%
区间年化+3.74%
最大回撤-46.46%
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 | +29.43% | 2020-01-02 — 2020-12-31 |
| 2021 | -2.26% | 2020-12-31 — 2021-12-31 |
| 2022 | -21.74% | 2021-12-31 — 2022-12-30 |
| 2023 | -10.72% | 2022-12-30 — 2023-12-29 |
| 2024 | +20.82% | 2023-12-29 — 2024-12-31 |
| 2025 | +20.07% | 2024-12-31 — 2025-12-31 |
| 2026 · YTD | -0.37% | 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 15 页
| 日期 | 原档案净值（元） |
|---|---|
| 2022-11-23 | 95,697.82 |
| 2022-11-24 | 96,523.75 |
| 2022-11-25 | 95,670.28 |
| 2022-11-28 | 94,376.33 |
| 2022-11-29 | 95,532.63 |
| 2022-11-30 | 97,845.23 |
| 2022-12-01 | 100,102.78 |
| 2022-12-02 | 99,414.50 |
| 2022-12-05 | 99,937.59 |
| 2022-12-06 | 100,433.15 |
| 2022-12-07 | 101,204.02 |
| 2022-12-08 | 101,066.36 |
| 2022-12-09 | 101,286.61 |
| 2022-12-12 | 101,892.29 |
| 2022-12-13 | 101,148.96 |
| 2022-12-14 | 100,928.71 |
| 2022-12-15 | 101,093.89 |
| 2022-12-16 | 100,956.24 |
| 2022-12-19 | 101,259.08 |
| 2022-12-20 | 99,139.19 |
| 2022-12-21 | 97,927.83 |
| 2022-12-22 | 98,340.79 |
| 2022-12-23 | 97,459.80 |
| 2022-12-26 | 97,624.99 |
| 2022-12-27 | 99,001.54 |
| 2022-12-28 | 98,974.01 |
| 2022-12-29 | 98,423.39 |
| 2022-12-30 | 98,918.94 |
| 2023-01-03 | 98,918.94 |
| 2023-01-04 | 99,221.79 |
| 2023-01-05 | 99,965.12 |
| 2023-01-06 | 101,479.33 |
| 2023-01-09 | 102,442.91 |
| 2023-01-10 | 102,525.51 |
| 2023-01-11 | 102,773.29 |
| 2023-01-12 | 102,938.47 |
| 2023-01-13 | 103,103.66 |
| 2023-01-16 | 104,755.52 |
| 2023-01-17 | 106,352.32 |
| 2023-01-18 | 106,434.91 |
| 2023-01-19 | 105,746.64 |
| 2023-01-20 | 107,178.25 |
| 2023-01-30 | 109,573.45 |
| 2023-01-31 | 108,141.84 |
| 2023-02-01 | 106,930.47 |
| 2023-02-02 | 107,976.65 |
| 2023-02-03 | 106,655.16 |
| 2023-02-06 | 105,251.08 |
| 2023-02-07 | 104,783.05 |
| 2023-02-08 | 104,948.24 |
数据来源、版本与可追溯信息
日度来源：optimization/cost_stress/extra_1_0bps/open_benchmark_daily_nav.csv
日度 SHA-256：ab35e25c6d42778ac621932d3d5409603b3cb62b32643d96dc447477feb1aa15
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。