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 17 页
| 日期 | 原档案净值（元） |
|---|---|
| 2023-04-21 | 103,241.31 |
| 2023-04-24 | 101,837.23 |
| 2023-04-25 | 101,314.14 |
| 2023-04-26 | 101,066.36 |
| 2023-04-27 | 102,029.95 |
| 2023-04-28 | 103,103.66 |
| 2023-05-04 | 103,103.66 |
| 2023-05-05 | 102,663.16 |
| 2023-05-08 | 103,902.06 |
| 2023-05-09 | 102,938.47 |
| 2023-05-10 | 102,085.01 |
| 2023-05-11 | 101,947.36 |
| 2023-05-12 | 100,543.27 |
| 2023-05-15 | 102,277.73 |
| 2023-05-16 | 101,809.70 |
| 2023-05-17 | 101,066.36 |
| 2023-05-18 | 101,038.83 |
| 2023-05-19 | 100,873.65 |
| 2023-05-22 | 101,424.27 |
| 2023-05-23 | 99,855.00 |
| 2023-05-24 | 98,395.86 |
| 2023-05-25 | 98,148.08 |
| 2023-05-26 | 98,285.73 |
| 2023-05-29 | 97,845.23 |
| 2023-05-30 | 97,955.36 |
| 2023-05-31 | 96,964.24 |
| 2023-06-01 | 97,184.49 |
| 2023-06-02 | 98,643.63 |
| 2023-06-05 | 98,148.08 |
| 2023-06-06 | 97,129.43 |
| 2023-06-07 | 96,799.06 |
| 2023-06-08 | 97,680.05 |
| 2023-06-09 | 98,120.54 |
| 2023-06-12 | 98,230.67 |
| 2023-06-13 | 99,029.07 |
| 2023-06-14 | 99,029.07 |
| 2023-06-15 | 100,818.58 |
| 2023-06-16 | 101,837.23 |
| 2023-06-19 | 101,011.30 |
| 2023-06-20 | 100,818.58 |
| 2023-06-21 | 99,304.38 |
| 2023-06-26 | 98,093.01 |
| 2023-06-27 | 98,808.82 |
| 2023-06-28 | 99,029.07 |
| 2023-06-29 | 98,533.51 |
| 2023-06-30 | 99,166.72 |
| 2023-07-03 | 100,405.62 |
| 2023-07-04 | 100,598.34 |
| 2023-07-05 | 99,855.00 |
| 2023-07-06 | 99,084.13 |
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。