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 26 页
| 日期 | 原档案净值（元） |
|---|---|
| 2026-03-06 | 96,811.24 |
| 2026-03-09 | 96,456.54 |
| 2026-03-10 | 96,852.97 |
| 2026-03-11 | 97,771.01 |
| 2026-03-12 | 98,292.62 |
| 2026-03-13 | 97,478.90 |
| 2026-03-16 | 97,541.50 |
| 2026-03-17 | 97,771.01 |
| 2026-03-18 | 97,061.61 |
| 2026-03-19 | 96,414.81 |
| 2026-03-20 | 95,934.93 |
| 2026-03-23 | 94,474.42 |
| 2026-03-24 | 93,118.22 |
| 2026-03-25 | 94,098.86 |
| 2026-03-26 | 94,641.33 |
| 2026-03-27 | 92,846.99 |
| 2026-03-30 | 93,097.36 |
| 2026-03-31 | 93,911.08 |
| 2026-04-01 | 94,307.50 |
| 2026-04-02 | 94,328.37 |
| 2026-04-03 | 93,785.89 |
| 2026-04-07 | 92,951.31 |
| 2026-04-08 | 94,286.64 |
| 2026-04-09 | 95,413.32 |
| 2026-04-10 | 95,726.29 |
| 2026-04-13 | 96,581.73 |
| 2026-04-14 | 97,624.95 |
| 2026-04-15 | 98,730.77 |
| 2026-04-16 | 98,146.57 |
| 2026-04-17 | 98,835.10 |
| 2026-04-20 | 98,793.37 |
| 2026-04-21 | 99,398.44 |
| 2026-04-22 | 99,314.98 |
| 2026-04-23 | 100,566.85 |
| 2026-04-24 | 99,836.59 |
| 2026-04-27 | 99,857.46 |
| 2026-04-28 | 99,440.17 |
| 2026-04-29 | 99,210.66 |
| 2026-04-30 | 100,775.49 |
| 2026-05-06 | 101,526.61 |
| 2026-05-07 | 102,340.33 |
| 2026-05-08 | 102,027.36 |
| 2026-05-11 | 102,465.52 |
| 2026-05-12 | 103,800.84 |
| 2026-05-13 | 103,070.59 |
| 2026-05-14 | 105,094.44 |
| 2026-05-15 | 102,966.26 |
| 2026-05-18 | 101,297.11 |
| 2026-05-19 | 101,046.73 |
| 2026-05-20 | 101,088.46 |
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。