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 24 页
| 日期 | 原档案净值（元） |
|---|---|
| 2024-09-30 | 104,497.30 |
| 2024-10-08 | 122,363.14 |
| 2024-10-09 | 112,150.15 |
| 2024-10-10 | 106,231.58 |
| 2024-10-11 | 105,873.71 |
| 2024-10-14 | 103,946.73 |
| 2024-10-15 | 104,689.99 |
| 2024-10-16 | 101,304.02 |
| 2024-10-17 | 102,377.62 |
| 2024-10-18 | 100,395.58 |
| 2024-10-21 | 104,772.58 |
| 2024-10-22 | 104,359.65 |
| 2024-10-23 | 105,405.73 |
| 2024-10-24 | 105,350.67 |
| 2024-10-25 | 104,634.94 |
| 2024-10-28 | 105,268.09 |
| 2024-10-29 | 105,681.01 |
| 2024-10-30 | 104,332.13 |
| 2024-10-31 | 103,451.22 |
| 2024-11-01 | 103,313.58 |
| 2024-11-04 | 103,809.09 |
| 2024-11-05 | 104,965.28 |
| 2024-11-06 | 108,075.97 |
| 2024-11-07 | 106,506.86 |
| 2024-11-08 | 112,067.57 |
| 2024-11-11 | 108,488.89 |
| 2024-11-12 | 110,085.53 |
| 2024-11-13 | 108,433.84 |
| 2024-11-14 | 109,479.91 |
| 2024-11-15 | 107,442.82 |
| 2024-11-18 | 106,259.10 |
| 2024-11-19 | 105,405.73 |
| 2024-11-20 | 105,570.90 |
| 2024-11-21 | 105,956.29 |
| 2024-11-22 | 106,259.10 |
| 2024-11-25 | 103,065.83 |
| 2024-11-26 | 101,937.17 |
| 2024-11-27 | 101,992.22 |
| 2024-11-28 | 103,864.15 |
| 2024-11-29 | 103,203.47 |
| 2024-12-02 | 104,222.01 |
| 2024-12-03 | 105,130.45 |
| 2024-12-04 | 105,130.45 |
| 2024-12-05 | 104,469.77 |
| 2024-12-06 | 104,497.30 |
| 2024-12-09 | 105,791.12 |
| 2024-12-10 | 109,232.16 |
| 2024-12-11 | 106,451.80 |
| 2024-12-12 | 106,424.27 |
| 2024-12-13 | 106,837.20 |
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。