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 28 页
| 日期 | 原档案净值（元） |
|---|---|
| 2025-07-30 | 112,987.29 |
| 2025-07-31 | 112,822.11 |
| 2025-08-01 | 110,812.34 |
| 2025-08-04 | 110,096.54 |
| 2025-08-05 | 110,977.53 |
| 2025-08-06 | 111,720.87 |
| 2025-08-07 | 112,133.83 |
| 2025-08-08 | 111,913.58 |
| 2025-08-11 | 111,775.93 |
| 2025-08-12 | 112,243.96 |
| 2025-08-13 | 113,180.01 |
| 2025-08-14 | 114,033.47 |
| 2025-08-15 | 113,400.26 |
| 2025-08-18 | 114,942.00 |
| 2025-08-19 | 115,712.86 |
| 2025-08-20 | 114,859.40 |
| 2025-08-21 | 116,869.17 |
| 2025-08-22 | 117,061.88 |
| 2025-08-25 | 120,530.79 |
| 2025-08-26 | 121,989.94 |
| 2025-08-27 | 121,632.03 |
| 2025-08-28 | 119,649.80 |
| 2025-08-29 | 121,879.81 |
| 2025-09-01 | 123,449.08 |
| 2025-09-02 | 123,614.27 |
| 2025-09-03 | 123,036.12 |
| 2025-09-04 | 121,769.69 |
| 2025-09-05 | 119,126.71 |
| 2025-09-08 | 121,989.94 |
| 2025-09-09 | 121,742.16 |
| 2025-09-10 | 121,219.07 |
| 2025-09-11 | 121,246.60 |
| 2025-09-12 | 124,963.29 |
| 2025-09-15 | 123,862.05 |
| 2025-09-16 | 124,137.36 |
| 2025-09-17 | 123,669.33 |
| 2025-09-18 | 124,770.57 |
| 2025-09-19 | 122,981.05 |
| 2025-09-22 | 123,366.49 |
| 2025-09-23 | 123,999.70 |
| 2025-09-24 | 123,173.77 |
| 2025-09-25 | 124,990.82 |
| 2025-09-26 | 125,376.25 |
| 2025-09-29 | 124,577.85 |
| 2025-09-30 | 126,945.52 |
| 2025-10-09 | 127,496.14 |
| 2025-10-10 | 128,404.66 |
| 2025-10-13 | 123,201.30 |
| 2025-10-14 | 126,697.74 |
| 2025-10-15 | 124,577.85 |
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。