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 9 页
| 日期 | 原档案净值（元） |
|---|---|
| 2022-08-26 | 80,015.32 |
| 2022-08-29 | 79,222.47 |
| 2022-08-30 | 79,493.71 |
| 2022-08-31 | 78,867.78 |
| 2022-09-01 | 78,992.96 |
| 2022-09-02 | 78,575.67 |
| 2022-09-05 | 77,845.42 |
| 2022-09-06 | 78,262.71 |
| 2022-09-07 | 78,304.44 |
| 2022-09-08 | 78,846.91 |
| 2022-09-09 | 78,513.08 |
| 2022-09-13 | 79,744.09 |
| 2022-09-14 | 79,076.42 |
| 2022-09-15 | 79,076.42 |
| 2022-09-16 | 77,887.15 |
| 2022-09-19 | 76,155.39 |
| 2022-09-20 | 76,405.77 |
| 2022-09-21 | 75,863.29 |
| 2022-09-22 | 75,133.03 |
| 2022-09-23 | 74,861.79 |
| 2022-09-26 | 74,194.13 |
| 2022-09-27 | 74,402.78 |
| 2022-09-28 | 74,924.39 |
| 2022-09-29 | 74,527.96 |
| 2022-09-30 | 74,089.81 |
| 2022-10-10 | 73,505.60 |
| 2022-10-11 | 71,919.90 |
| 2022-10-12 | 71,836.44 |
| 2022-10-13 | 72,441.51 |
| 2022-10-14 | 73,192.64 |
| 2022-10-17 | 74,089.81 |
| 2022-10-18 | 74,694.88 |
| 2022-10-19 | 73,985.49 |
| 2022-10-20 | 72,524.97 |
| 2022-10-21 | 72,879.67 |
| 2022-10-24 | 72,086.82 |
| 2022-10-25 | 69,854.32 |
| 2022-10-26 | 69,812.59 |
| 2022-10-27 | 70,834.95 |
| 2022-10-28 | 69,541.35 |
| 2022-10-31 | 67,517.49 |
| 2022-11-01 | 67,621.82 |
| 2022-11-02 | 69,708.27 |
| 2022-11-03 | 70,375.93 |
| 2022-11-04 | 70,125.56 |
| 2022-11-07 | 72,316.33 |
| 2022-11-08 | 72,817.07 |
| 2022-11-09 | 72,337.19 |
| 2022-11-10 | 71,064.46 |
| 2022-11-11 | 72,983.99 |
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。