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 25 页
| 日期 | 原档案净值（元） |
|---|---|
| 2024-12-16 | 104,204.90 |
| 2024-12-17 | 104,507.74 |
| 2024-12-18 | 104,975.77 |
| 2024-12-19 | 105,140.95 |
| 2024-12-20 | 104,810.58 |
| 2024-12-23 | 104,920.71 |
| 2024-12-24 | 106,214.66 |
| 2024-12-25 | 106,297.26 |
| 2024-12-26 | 106,324.79 |
| 2024-12-27 | 106,159.60 |
| 2024-12-30 | 106,682.69 |
| 2024-12-31 | 104,920.71 |
| 2025-01-02 | 101,809.70 |
| 2025-01-03 | 100,708.46 |
| 2025-01-06 | 100,267.96 |
| 2025-01-07 | 101,011.30 |
| 2025-01-08 | 100,846.12 |
| 2025-01-09 | 100,625.87 |
| 2025-01-10 | 99,442.03 |
| 2025-01-13 | 99,029.07 |
| 2025-01-14 | 101,727.11 |
| 2025-01-15 | 101,093.89 |
| 2025-01-16 | 101,148.96 |
| 2025-01-17 | 101,506.86 |
| 2025-01-20 | 102,029.95 |
| 2025-01-21 | 102,167.60 |
| 2025-01-22 | 101,176.49 |
| 2025-01-23 | 101,479.33 |
| 2025-01-24 | 102,360.32 |
| 2025-01-27 | 101,754.64 |
| 2025-02-05 | 101,204.02 |
| 2025-02-06 | 102,442.91 |
| 2025-02-07 | 103,984.65 |
| 2025-02-10 | 104,094.78 |
| 2025-02-11 | 103,654.28 |
| 2025-02-12 | 104,700.46 |
| 2025-02-13 | 104,425.15 |
| 2025-02-14 | 105,251.08 |
| 2025-02-17 | 105,443.80 |
| 2025-02-18 | 104,645.40 |
| 2025-02-19 | 105,223.55 |
| 2025-02-20 | 104,893.18 |
| 2025-02-21 | 106,379.85 |
| 2025-02-24 | 106,021.95 |
| 2025-02-25 | 104,893.18 |
| 2025-02-26 | 105,801.70 |
| 2025-02-27 | 106,159.60 |
| 2025-02-28 | 104,149.84 |
| 2025-03-03 | 103,791.93 |
| 2025-03-04 | 103,681.81 |
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。