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 15 页
| 日期 | 原档案净值（元） |
|---|---|
| 2022-11-23 | 96,083.25 |
| 2022-11-24 | 95,587.69 |
| 2022-11-25 | 96,165.84 |
| 2022-11-28 | 94,926.95 |
| 2022-11-29 | 98,120.54 |
| 2022-11-30 | 98,203.14 |
| 2022-12-01 | 99,442.03 |
| 2022-12-02 | 98,808.82 |
| 2022-12-05 | 100,763.52 |
| 2022-12-06 | 101,396.74 |
| 2022-12-07 | 101,066.36 |
| 2022-12-08 | 101,314.14 |
| 2022-12-09 | 102,250.20 |
| 2022-12-12 | 101,093.89 |
| 2022-12-13 | 100,791.05 |
| 2022-12-14 | 101,066.36 |
| 2022-12-15 | 101,011.30 |
| 2022-12-16 | 101,121.43 |
| 2022-12-19 | 99,524.63 |
| 2022-12-20 | 97,790.17 |
| 2022-12-21 | 97,707.58 |
| 2022-12-22 | 97,927.83 |
| 2022-12-23 | 97,652.52 |
| 2022-12-26 | 97,900.30 |
| 2022-12-27 | 99,194.25 |
| 2022-12-28 | 98,836.35 |
| 2022-12-29 | 98,505.98 |
| 2022-12-30 | 98,946.48 |
| 2023-01-03 | 99,249.32 |
| 2023-01-04 | 99,386.97 |
| 2023-01-05 | 101,451.80 |
| 2023-01-06 | 101,892.29 |
| 2023-01-09 | 102,580.57 |
| 2023-01-10 | 102,745.76 |
| 2023-01-11 | 102,745.76 |
| 2023-01-12 | 102,910.94 |
| 2023-01-13 | 104,617.86 |
| 2023-01-16 | 106,352.32 |
| 2023-01-17 | 106,242.19 |
| 2023-01-18 | 105,994.42 |
| 2023-01-19 | 106,765.28 |
| 2023-01-20 | 107,398.50 |
| 2023-01-30 | 108,059.24 |
| 2023-01-31 | 106,792.82 |
| 2023-02-01 | 107,646.28 |
| 2023-02-02 | 107,370.97 |
| 2023-02-03 | 106,187.13 |
| 2023-02-06 | 104,617.86 |
| 2023-02-07 | 104,893.18 |
| 2023-02-08 | 104,425.15 |
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。