区间收益+26.19%
区间年化+3.55%
最大回撤-44.75%
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 | +31.11% | 2020-01-02 — 2020-12-31 |
| 2021 | -4.32% | 2020-12-31 — 2021-12-31 |
| 2022 | -21.68% | 2021-12-31 — 2022-12-30 |
| 2023 | -10.43% | 2022-12-30 — 2023-12-29 |
| 2024 | +18.39% | 2023-12-29 — 2024-12-31 |
| 2025 | +21.49% | 2024-12-31 — 2025-12-31 |
| 2026 · YTD | -0.30% | 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 14 页
| 日期 | 原档案净值（元） |
|---|---|
| 2022-09-06 | 103,698.98 |
| 2022-09-07 | 103,919.20 |
| 2022-09-08 | 103,423.69 |
| 2022-09-09 | 105,020.33 |
| 2022-09-13 | 105,405.73 |
| 2022-09-14 | 104,139.43 |
| 2022-09-15 | 103,120.88 |
| 2022-09-16 | 100,643.34 |
| 2022-09-19 | 100,340.53 |
| 2022-09-20 | 100,395.58 |
| 2022-09-21 | 99,569.74 |
| 2022-09-22 | 98,771.42 |
| 2022-09-23 | 98,551.19 |
| 2022-09-26 | 97,862.98 |
| 2022-09-27 | 99,239.40 |
| 2022-09-28 | 97,697.81 |
| 2022-09-29 | 97,725.34 |
| 2022-09-30 | 97,009.61 |
| 2022-10-10 | 94,834.87 |
| 2022-10-11 | 94,752.29 |
| 2022-10-12 | 96,459.04 |
| 2022-10-13 | 95,550.61 |
| 2022-10-14 | 97,973.10 |
| 2022-10-17 | 97,945.57 |
| 2022-10-18 | 97,752.87 |
| 2022-10-19 | 96,128.70 |
| 2022-10-20 | 95,798.36 |
| 2022-10-21 | 95,192.74 |
| 2022-10-24 | 92,494.97 |
| 2022-10-25 | 92,054.52 |
| 2022-10-26 | 92,825.31 |
| 2022-10-27 | 92,109.58 |
| 2022-10-28 | 89,742.15 |
| 2022-10-31 | 88,668.54 |
| 2022-11-01 | 92,467.44 |
| 2022-11-02 | 93,403.40 |
| 2022-11-03 | 92,577.56 |
| 2022-11-04 | 96,073.65 |
| 2022-11-07 | 96,073.65 |
| 2022-11-08 | 95,440.50 |
| 2022-11-09 | 94,339.37 |
| 2022-11-10 | 93,761.27 |
| 2022-11-11 | 96,459.04 |
| 2022-11-14 | 96,514.10 |
| 2022-11-15 | 98,578.72 |
| 2022-11-16 | 97,780.40 |
| 2022-11-17 | 97,312.42 |
| 2022-11-18 | 96,954.55 |
| 2022-11-21 | 96,046.12 |
| 2022-11-22 | 95,991.06 |
数据来源、版本与可追溯信息
日度来源：optimization/cost_stress/extra_2_0bps/close_benchmark_daily_nav.csv
日度 SHA-256：af95bcd3a49e08546aa7944cc130f752c7e5811c8f2ebd35a0409989ebb164e7
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。