区间收益+27.78%
区间年化+3.74%
最大回撤-46.46%
日度记录1,619
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 2020-01-02 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 |
|---|---|---|
| 2020 | +29.43% | 2020-01-02 — 2020-12-31 |
| 2021 | -2.26% | 2020-12-31 — 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 19 页
| 日期 | 原档案净值（元） |
|---|---|
| 2023-09-15 | 97,202.30 |
| 2023-09-18 | 96,293.87 |
| 2023-09-19 | 96,789.38 |
| 2023-09-20 | 96,486.57 |
| 2023-09-21 | 96,046.12 |
| 2023-09-22 | 95,137.69 |
| 2023-09-25 | 97,064.66 |
| 2023-09-26 | 96,514.10 |
| 2023-09-27 | 95,991.06 |
| 2023-09-28 | 96,486.57 |
| 2023-10-09 | 95,715.78 |
| 2023-10-10 | 95,963.53 |
| 2023-10-11 | 95,385.44 |
| 2023-10-12 | 96,073.65 |
| 2023-10-13 | 95,523.08 |
| 2023-10-16 | 95,137.69 |
| 2023-10-17 | 94,146.67 |
| 2023-10-18 | 94,119.14 |
| 2023-10-19 | 93,045.54 |
| 2023-10-20 | 90,925.86 |
| 2023-10-23 | 90,512.94 |
| 2023-10-24 | 90,100.01 |
| 2023-10-25 | 91,063.50 |
| 2023-10-26 | 90,155.07 |
| 2023-10-27 | 90,678.11 |
| 2023-10-30 | 91,999.46 |
| 2023-10-31 | 92,632.61 |
| 2023-11-01 | 93,596.10 |
| 2023-11-02 | 92,715.20 |
| 2023-11-03 | 92,247.22 |
| 2023-11-06 | 93,458.46 |
| 2023-11-07 | 93,926.44 |
| 2023-11-08 | 93,678.69 |
| 2023-11-09 | 93,348.35 |
| 2023-11-10 | 93,265.76 |
| 2023-11-13 | 93,018.01 |
| 2023-11-14 | 92,880.37 |
| 2023-11-15 | 93,596.10 |
| 2023-11-16 | 93,320.82 |
| 2023-11-17 | 92,219.69 |
| 2023-11-20 | 92,412.39 |
| 2023-11-21 | 92,907.90 |
| 2023-11-22 | 92,522.50 |
| 2023-11-23 | 91,641.60 |
| 2023-11-24 | 92,109.58 |
| 2023-11-27 | 91,503.95 |
| 2023-11-28 | 90,705.63 |
| 2023-11-29 | 91,008.45 |
| 2023-11-30 | 90,127.54 |
| 2023-12-01 | 90,320.24 |
数据来源、版本与可追溯信息
日度来源：optimization/cost_stress/extra_2_0bps/open_benchmark_daily_nav.csv
日度 SHA-256：65040ead4a2ad759667a8622237d6b67433e40ff961d9e5cd1a2d5f7c7574c4a
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。