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 23 页
| 日期 | 原档案净值（元） |
|---|---|
| 2025-07-21 | 83,750.07 |
| 2025-07-22 | 84,209.09 |
| 2025-07-23 | 85,147.99 |
| 2025-07-24 | 84,960.21 |
| 2025-07-25 | 85,586.14 |
| 2025-07-28 | 85,127.12 |
| 2025-07-29 | 85,231.45 |
| 2025-07-30 | 85,627.87 |
| 2025-07-31 | 85,502.69 |
| 2025-08-01 | 83,979.58 |
| 2025-08-04 | 83,437.10 |
| 2025-08-05 | 84,104.76 |
| 2025-08-06 | 84,668.11 |
| 2025-08-07 | 84,981.07 |
| 2025-08-08 | 84,814.16 |
| 2025-08-11 | 84,709.83 |
| 2025-08-12 | 85,064.53 |
| 2025-08-13 | 85,773.92 |
| 2025-08-14 | 86,420.72 |
| 2025-08-15 | 85,940.84 |
| 2025-08-18 | 87,109.25 |
| 2025-08-19 | 87,693.46 |
| 2025-08-20 | 87,046.66 |
| 2025-08-21 | 88,569.77 |
| 2025-08-22 | 88,715.82 |
| 2025-08-25 | 91,344.74 |
| 2025-08-26 | 92,450.56 |
| 2025-08-27 | 92,179.32 |
| 2025-08-28 | 90,677.08 |
| 2025-08-29 | 92,367.10 |
| 2025-09-01 | 93,556.38 |
| 2025-09-02 | 93,681.57 |
| 2025-09-03 | 93,243.41 |
| 2025-09-04 | 92,283.65 |
| 2025-09-05 | 90,280.65 |
| 2025-09-08 | 92,450.56 |
| 2025-09-09 | 92,262.78 |
| 2025-09-10 | 91,866.36 |
| 2025-09-11 | 91,887.22 |
| 2025-09-12 | 94,703.93 |
| 2025-09-15 | 93,869.35 |
| 2025-09-16 | 94,077.99 |
| 2025-09-17 | 93,723.30 |
| 2025-09-18 | 94,557.87 |
| 2025-09-19 | 93,201.68 |
| 2025-09-22 | 93,493.79 |
| 2025-09-23 | 93,973.67 |
| 2025-09-24 | 93,347.73 |
| 2025-09-25 | 94,724.79 |
| 2025-09-26 | 95,016.89 |
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。