区间收益-3.17%
区间年化-0.57%
最大回撤-46.46%
日度记录1,376
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 2021-01-04 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 |
|---|---|---|
| 2021 | -4.13% | 2021-01-04 — 2021-12-31 |
| 2022 | -21.74% | 2021-12-31 — 2022-12-30 |
| 2023 | -10.72% | 2022-12-30 — 2023-12-29 |
| 2024 | +20.82% | 2023-12-29 — 2024-12-31 |
| 2025 | +20.07% | 2024-12-31 — 2025-12-31 |
| 2026 · YTD | -0.37% | 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） |
|---|---|
| 2023-11-23 | 69,457.89 |
| 2023-11-24 | 69,812.59 |
| 2023-11-27 | 69,353.57 |
| 2023-11-28 | 68,748.50 |
| 2023-11-29 | 68,978.01 |
| 2023-11-30 | 68,310.34 |
| 2023-12-01 | 68,456.40 |
| 2023-12-04 | 68,247.75 |
| 2023-12-05 | 67,580.09 |
| 2023-12-06 | 66,223.90 |
| 2023-12-07 | 66,369.95 |
| 2023-12-08 | 66,244.76 |
| 2023-12-11 | 65,931.79 |
| 2023-12-12 | 66,682.91 |
| 2023-12-13 | 66,808.10 |
| 2023-12-14 | 66,161.30 |
| 2023-12-15 | 65,723.15 |
| 2023-12-18 | 65,055.48 |
| 2023-12-19 | 65,034.62 |
| 2023-12-20 | 65,180.67 |
| 2023-12-21 | 64,158.31 |
| 2023-12-22 | 65,034.62 |
| 2023-12-25 | 65,201.54 |
| 2023-12-26 | 65,368.45 |
| 2023-12-27 | 65,013.75 |
| 2023-12-28 | 65,118.08 |
| 2023-12-29 | 66,933.29 |
| 2024-01-02 | 67,225.39 |
| 2024-01-03 | 66,056.98 |
| 2024-01-04 | 65,973.52 |
| 2024-01-05 | 65,180.67 |
| 2024-01-08 | 64,867.70 |
| 2024-01-09 | 64,074.85 |
| 2024-01-10 | 64,053.99 |
| 2024-01-11 | 63,866.21 |
| 2024-01-12 | 64,074.85 |
| 2024-01-15 | 63,636.70 |
| 2024-01-16 | 63,845.34 |
| 2024-01-17 | 64,200.04 |
| 2024-01-18 | 62,739.53 |
| 2024-01-19 | 63,386.32 |
| 2024-01-22 | 63,720.16 |
| 2024-01-23 | 62,343.10 |
| 2024-01-24 | 63,177.68 |
| 2024-01-25 | 63,824.48 |
| 2024-01-26 | 65,034.62 |
| 2024-01-29 | 65,097.21 |
| 2024-01-30 | 64,053.99 |
| 2024-01-31 | 63,052.49 |
| 2024-02-01 | 62,363.96 |
数据来源、版本与可追溯信息
日度来源：optimization/walkforward/wf_return_risk/benchmark_daily_nav.csv
日度 SHA-256：53aee4fd92fdee3df952d14c1783e24cc82fff81f588b9007581386f4465e258
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。