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 20 页
| 日期 | 原档案净值（元） |
|---|---|
| 2023-12-04 | 90,044.96 |
| 2023-12-05 | 89,164.05 |
| 2023-12-06 | 87,374.71 |
| 2023-12-07 | 87,567.41 |
| 2023-12-08 | 87,402.24 |
| 2023-12-11 | 86,989.32 |
| 2023-12-12 | 87,980.34 |
| 2023-12-13 | 88,145.51 |
| 2023-12-14 | 87,292.13 |
| 2023-12-15 | 86,714.04 |
| 2023-12-18 | 85,833.13 |
| 2023-12-19 | 85,805.60 |
| 2023-12-20 | 85,998.30 |
| 2023-12-21 | 84,649.42 |
| 2023-12-22 | 85,805.60 |
| 2023-12-25 | 86,025.83 |
| 2023-12-26 | 86,246.06 |
| 2023-12-27 | 85,778.07 |
| 2023-12-28 | 85,915.72 |
| 2023-12-29 | 88,310.68 |
| 2024-01-02 | 88,696.07 |
| 2024-01-03 | 87,154.49 |
| 2024-01-04 | 87,044.38 |
| 2024-01-05 | 85,998.30 |
| 2024-01-08 | 85,585.38 |
| 2024-01-09 | 84,539.30 |
| 2024-01-10 | 84,511.77 |
| 2024-01-11 | 84,264.02 |
| 2024-01-12 | 84,539.30 |
| 2024-01-15 | 83,961.21 |
| 2024-01-16 | 84,236.49 |
| 2024-01-17 | 84,704.47 |
| 2024-01-18 | 82,777.49 |
| 2024-01-19 | 83,630.87 |
| 2024-01-22 | 84,071.32 |
| 2024-01-23 | 82,254.46 |
| 2024-01-24 | 83,355.59 |
| 2024-01-25 | 84,208.96 |
| 2024-01-26 | 85,805.60 |
| 2024-01-29 | 85,888.19 |
| 2024-01-30 | 84,511.77 |
| 2024-01-31 | 83,190.42 |
| 2024-02-01 | 82,281.99 |
| 2024-02-02 | 82,777.49 |
| 2024-02-05 | 81,125.80 |
| 2024-02-06 | 81,869.06 |
| 2024-02-07 | 85,310.09 |
| 2024-02-08 | 86,466.28 |
| 2024-02-19 | 87,071.90 |
| 2024-02-20 | 87,319.66 |
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。