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 10 页
| 日期 | 原档案净值（元） |
|---|---|
| 2021-11-12 | 125,293.66 |
| 2021-11-15 | 125,128.47 |
| 2021-11-16 | 125,018.35 |
| 2021-11-17 | 124,990.82 |
| 2021-11-18 | 123,779.45 |
| 2021-11-19 | 125,293.66 |
| 2021-11-22 | 125,651.56 |
| 2021-11-23 | 125,734.15 |
| 2021-11-24 | 126,037.00 |
| 2021-11-25 | 125,513.91 |
| 2021-11-26 | 124,357.60 |
| 2021-11-29 | 124,164.89 |
| 2021-11-30 | 123,669.33 |
| 2021-12-01 | 124,027.23 |
| 2021-12-02 | 124,302.54 |
| 2021-12-03 | 125,541.44 |
| 2021-12-06 | 125,403.78 |
| 2021-12-07 | 126,174.65 |
| 2021-12-08 | 128,156.88 |
| 2021-12-09 | 130,469.49 |
| 2021-12-10 | 130,056.52 |
| 2021-12-13 | 130,414.43 |
| 2021-12-14 | 129,560.97 |
| 2021-12-15 | 128,294.54 |
| 2021-12-16 | 129,037.88 |
| 2021-12-17 | 127,028.11 |
| 2021-12-20 | 124,963.29 |
| 2021-12-21 | 125,541.44 |
| 2021-12-22 | 125,624.03 |
| 2021-12-23 | 126,670.21 |
| 2021-12-24 | 126,037.00 |
| 2021-12-27 | 126,147.12 |
| 2021-12-28 | 126,862.93 |
| 2021-12-29 | 125,018.35 |
| 2021-12-30 | 126,009.47 |
| 2021-12-31 | 126,339.84 |
| 2022-01-04 | 125,844.28 |
| 2022-01-05 | 124,550.32 |
| 2022-01-06 | 123,008.58 |
| 2022-01-07 | 123,338.96 |
| 2022-01-10 | 123,696.86 |
| 2022-01-11 | 122,457.96 |
| 2022-01-12 | 123,889.58 |
| 2022-01-13 | 121,659.56 |
| 2022-01-14 | 120,448.20 |
| 2022-01-17 | 121,576.97 |
| 2022-01-18 | 122,843.40 |
| 2022-01-19 | 122,127.59 |
| 2022-01-20 | 123,173.77 |
| 2022-01-21 | 122,237.72 |
数据来源、版本与可追溯信息
日度来源：optimization/cost_stress/extra_1_0bps/close_benchmark_daily_nav.csv
日度 SHA-256：ac91020e19c1f4b1f97929afb3b76ede049f0c4172f0807a0dbb9052d20f2ba3
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。