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 31 页
| 日期 | 原档案净值（元） |
|---|---|
| 2026-03-17 | 127,909.11 |
| 2026-03-18 | 128,349.60 |
| 2026-03-19 | 126,615.15 |
| 2026-03-20 | 125,981.93 |
| 2026-03-23 | 121,962.41 |
| 2026-03-24 | 123,311.43 |
| 2026-03-25 | 125,100.94 |
| 2026-03-26 | 123,559.20 |
| 2026-03-27 | 124,109.82 |
| 2026-03-30 | 123,889.58 |
| 2026-03-31 | 122,870.93 |
| 2026-04-01 | 124,825.63 |
| 2026-04-02 | 123,586.74 |
| 2026-04-03 | 122,623.15 |
| 2026-04-07 | 122,402.90 |
| 2026-04-08 | 126,697.74 |
| 2026-04-09 | 125,871.81 |
| 2026-04-10 | 127,798.98 |
| 2026-04-13 | 128,074.29 |
| 2026-04-14 | 129,726.15 |
| 2026-04-15 | 129,230.59 |
| 2026-04-16 | 130,662.21 |
| 2026-04-17 | 130,469.49 |
| 2026-04-20 | 131,185.30 |
| 2026-04-21 | 131,488.14 |
| 2026-04-22 | 132,451.72 |
| 2026-04-23 | 132,176.41 |
| 2026-04-24 | 131,653.32 |
| 2026-04-27 | 131,653.32 |
| 2026-04-28 | 131,322.95 |
| 2026-04-29 | 132,727.03 |
| 2026-04-30 | 132,809.63 |
| 2026-05-06 | 134,571.61 |
| 2026-05-07 | 135,232.36 |
| 2026-05-08 | 134,516.55 |
| 2026-05-11 | 136,719.03 |
| 2026-05-12 | 136,636.44 |
| 2026-05-13 | 138,123.11 |
| 2026-05-14 | 136,030.76 |
| 2026-05-15 | 134,296.30 |
| 2026-05-18 | 133,580.49 |
| 2026-05-19 | 134,048.52 |
| 2026-05-20 | 134,103.58 |
| 2026-05-21 | 132,369.13 |
| 2026-05-22 | 133,855.81 |
| 2026-05-25 | 135,920.63 |
| 2026-05-26 | 136,884.22 |
| 2026-05-27 | 135,782.98 |
| 2026-05-28 | 135,782.98 |
| 2026-05-29 | 135,535.20 |
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。