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 20 页
| 日期 | 原档案净值（元） |
|---|---|
| 2023-12-04 | 89,310.62 |
| 2023-12-05 | 87,493.57 |
| 2023-12-06 | 87,631.23 |
| 2023-12-07 | 87,383.45 |
| 2023-12-08 | 87,576.17 |
| 2023-12-11 | 88,236.91 |
| 2023-12-12 | 88,457.16 |
| 2023-12-13 | 86,860.36 |
| 2023-12-14 | 86,419.86 |
| 2023-12-15 | 86,227.15 |
| 2023-12-18 | 85,841.71 |
| 2023-12-19 | 85,896.77 |
| 2023-12-20 | 85,043.31 |
| 2023-12-21 | 85,896.77 |
| 2023-12-22 | 86,061.96 |
| 2023-12-25 | 86,309.74 |
| 2023-12-26 | 85,759.12 |
| 2023-12-27 | 86,034.43 |
| 2023-12-28 | 88,347.03 |
| 2023-12-29 | 88,622.34 |
| 2024-01-02 | 87,355.92 |
| 2024-01-03 | 87,080.61 |
| 2024-01-04 | 86,254.68 |
| 2024-01-05 | 85,786.65 |
| 2024-01-08 | 84,492.69 |
| 2024-01-09 | 84,712.94 |
| 2024-01-10 | 84,272.44 |
| 2024-01-11 | 84,795.53 |
| 2024-01-12 | 84,492.69 |
| 2024-01-15 | 84,382.57 |
| 2024-01-16 | 84,988.25 |
| 2024-01-17 | 82,923.42 |
| 2024-01-18 | 84,162.32 |
| 2024-01-19 | 84,355.04 |
| 2024-01-22 | 82,455.40 |
| 2024-01-23 | 83,061.08 |
| 2024-01-24 | 84,465.16 |
| 2024-01-25 | 86,006.90 |
| 2024-01-26 | 85,841.71 |
| 2024-01-29 | 85,015.78 |
| 2024-01-30 | 83,474.04 |
| 2024-01-31 | 82,895.89 |
| 2024-02-01 | 82,785.77 |
| 2024-02-02 | 81,959.84 |
| 2024-02-05 | 82,510.46 |
| 2024-02-06 | 85,346.15 |
| 2024-02-07 | 86,144.55 |
| 2024-02-08 | 86,750.23 |
| 2024-02-19 | 87,493.57 |
| 2024-02-20 | 87,823.94 |
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。