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 31 页
| 日期 | 原档案净值（元） |
|---|---|
| 2026-03-17 | 128,997.45 |
| 2026-03-18 | 128,061.49 |
| 2026-03-19 | 127,208.11 |
| 2026-03-20 | 126,574.96 |
| 2026-03-23 | 124,647.99 |
| 2026-03-24 | 122,858.65 |
| 2026-03-25 | 124,152.48 |
| 2026-03-26 | 124,868.21 |
| 2026-03-27 | 122,500.78 |
| 2026-03-30 | 122,831.12 |
| 2026-03-31 | 123,904.72 |
| 2026-04-01 | 124,427.76 |
| 2026-04-02 | 124,455.29 |
| 2026-04-03 | 123,739.55 |
| 2026-04-07 | 122,638.42 |
| 2026-04-08 | 124,400.23 |
| 2026-04-09 | 125,886.76 |
| 2026-04-10 | 126,299.68 |
| 2026-04-13 | 127,428.34 |
| 2026-04-14 | 128,804.75 |
| 2026-04-15 | 130,263.75 |
| 2026-04-16 | 129,492.96 |
| 2026-04-17 | 130,401.39 |
| 2026-04-20 | 130,346.34 |
| 2026-04-21 | 131,144.66 |
| 2026-04-22 | 131,034.54 |
| 2026-04-23 | 132,686.24 |
| 2026-04-24 | 131,722.75 |
| 2026-04-27 | 131,750.28 |
| 2026-04-28 | 131,199.71 |
| 2026-04-29 | 130,896.90 |
| 2026-04-30 | 132,961.52 |
| 2026-05-06 | 133,952.54 |
| 2026-05-07 | 135,026.14 |
| 2026-05-08 | 134,613.22 |
| 2026-05-11 | 135,191.31 |
| 2026-05-12 | 136,953.12 |
| 2026-05-13 | 135,989.63 |
| 2026-05-14 | 138,659.87 |
| 2026-05-15 | 135,851.99 |
| 2026-05-18 | 133,649.73 |
| 2026-05-19 | 133,319.39 |
| 2026-05-20 | 133,374.45 |
| 2026-05-21 | 134,805.92 |
| 2026-05-22 | 132,906.47 |
| 2026-05-25 | 134,337.93 |
| 2026-05-26 | 135,218.84 |
| 2026-05-27 | 136,622.78 |
| 2026-05-28 | 135,356.48 |
| 2026-05-29 | 136,154.80 |
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。