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 25 页
| 日期 | 原档案净值（元） |
|---|---|
| 2025-12-16 | 94,662.20 |
| 2025-12-17 | 93,806.75 |
| 2025-12-18 | 95,142.08 |
| 2025-12-19 | 95,079.49 |
| 2025-12-22 | 95,538.51 |
| 2025-12-23 | 96,227.03 |
| 2025-12-24 | 96,331.36 |
| 2025-12-25 | 96,540.00 |
| 2025-12-26 | 96,873.83 |
| 2025-12-29 | 97,165.94 |
| 2025-12-30 | 96,456.54 |
| 2025-12-31 | 97,103.34 |
| 2026-01-05 | 97,228.53 |
| 2026-01-06 | 98,626.45 |
| 2026-01-07 | 100,086.96 |
| 2026-01-08 | 99,419.30 |
| 2026-01-09 | 98,772.50 |
| 2026-01-12 | 99,523.62 |
| 2026-01-13 | 100,128.69 |
| 2026-01-14 | 99,586.22 |
| 2026-01-15 | 98,605.59 |
| 2026-01-16 | 99,774.00 |
| 2026-01-19 | 98,835.10 |
| 2026-01-20 | 98,793.37 |
| 2026-01-21 | 98,250.89 |
| 2026-01-22 | 98,918.55 |
| 2026-01-23 | 98,730.77 |
| 2026-01-26 | 98,313.48 |
| 2026-01-27 | 98,313.48 |
| 2026-01-28 | 98,584.72 |
| 2026-01-29 | 98,563.86 |
| 2026-01-30 | 98,814.23 |
| 2026-02-02 | 97,645.82 |
| 2026-02-03 | 96,811.24 |
| 2026-02-04 | 97,061.61 |
| 2026-02-05 | 97,645.82 |
| 2026-02-06 | 96,873.83 |
| 2026-02-09 | 97,958.79 |
| 2026-02-10 | 98,751.64 |
| 2026-02-11 | 98,626.45 |
| 2026-02-12 | 98,668.18 |
| 2026-02-13 | 98,355.21 |
| 2026-02-24 | 98,584.72 |
| 2026-02-25 | 98,417.81 |
| 2026-02-26 | 99,127.20 |
| 2026-02-27 | 98,480.40 |
| 2026-03-02 | 97,937.92 |
| 2026-03-03 | 98,918.55 |
| 2026-03-04 | 96,811.24 |
| 2026-03-05 | 96,957.29 |
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。