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 20 页
| 日期 | 原档案净值（元） |
|---|---|
| 2023-12-04 | 90,053.96 |
| 2023-12-05 | 89,172.96 |
| 2023-12-06 | 87,383.45 |
| 2023-12-07 | 87,576.17 |
| 2023-12-08 | 87,410.98 |
| 2023-12-11 | 86,998.01 |
| 2023-12-12 | 87,989.13 |
| 2023-12-13 | 88,154.32 |
| 2023-12-14 | 87,300.86 |
| 2023-12-15 | 86,722.70 |
| 2023-12-18 | 85,841.71 |
| 2023-12-19 | 85,814.18 |
| 2023-12-20 | 86,006.90 |
| 2023-12-21 | 84,657.88 |
| 2023-12-22 | 85,814.18 |
| 2023-12-25 | 86,034.43 |
| 2023-12-26 | 86,254.68 |
| 2023-12-27 | 85,786.65 |
| 2023-12-28 | 85,924.30 |
| 2023-12-29 | 88,319.50 |
| 2024-01-02 | 88,704.94 |
| 2024-01-03 | 87,163.20 |
| 2024-01-04 | 87,053.08 |
| 2024-01-05 | 86,006.90 |
| 2024-01-08 | 85,593.93 |
| 2024-01-09 | 84,547.75 |
| 2024-01-10 | 84,520.22 |
| 2024-01-11 | 84,272.44 |
| 2024-01-12 | 84,547.75 |
| 2024-01-15 | 83,969.60 |
| 2024-01-16 | 84,244.91 |
| 2024-01-17 | 84,712.94 |
| 2024-01-18 | 82,785.77 |
| 2024-01-19 | 83,639.23 |
| 2024-01-22 | 84,079.73 |
| 2024-01-23 | 82,262.68 |
| 2024-01-24 | 83,363.92 |
| 2024-01-25 | 84,217.38 |
| 2024-01-26 | 85,814.18 |
| 2024-01-29 | 85,896.77 |
| 2024-01-30 | 84,520.22 |
| 2024-01-31 | 83,198.73 |
| 2024-02-01 | 82,290.21 |
| 2024-02-02 | 82,785.77 |
| 2024-02-05 | 81,133.91 |
| 2024-02-06 | 81,877.24 |
| 2024-02-07 | 85,318.62 |
| 2024-02-08 | 86,474.92 |
| 2024-02-19 | 87,080.61 |
| 2024-02-20 | 87,328.39 |
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。