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 19 页
| 日期 | 原档案净值（元） |
|---|---|
| 2023-09-15 | 96,541.63 |
| 2023-09-18 | 96,899.49 |
| 2023-09-19 | 96,761.85 |
| 2023-09-20 | 96,266.34 |
| 2023-09-21 | 95,302.85 |
| 2023-09-22 | 97,367.47 |
| 2023-09-25 | 96,596.68 |
| 2023-09-26 | 96,018.59 |
| 2023-09-27 | 96,293.87 |
| 2023-09-28 | 95,908.48 |
| 2023-10-09 | 95,633.19 |
| 2023-10-10 | 94,889.93 |
| 2023-10-11 | 95,110.16 |
| 2023-10-12 | 96,101.17 |
| 2023-10-13 | 95,137.69 |
| 2023-10-16 | 93,953.97 |
| 2023-10-17 | 94,284.31 |
| 2023-10-18 | 93,513.52 |
| 2023-10-19 | 91,393.84 |
| 2023-10-20 | 90,898.33 |
| 2023-10-23 | 89,852.26 |
| 2023-10-24 | 89,989.90 |
| 2023-10-25 | 90,540.46 |
| 2023-10-26 | 90,898.33 |
| 2023-10-27 | 92,384.86 |
| 2023-10-30 | 92,825.31 |
| 2023-10-31 | 92,605.08 |
| 2023-11-01 | 92,550.03 |
| 2023-11-02 | 92,082.05 |
| 2023-11-03 | 92,852.84 |
| 2023-11-06 | 94,174.20 |
| 2023-11-07 | 93,871.38 |
| 2023-11-08 | 93,568.57 |
| 2023-11-09 | 93,651.16 |
| 2023-11-10 | 92,907.90 |
| 2023-11-13 | 92,770.25 |
| 2023-11-14 | 92,770.25 |
| 2023-11-15 | 93,458.46 |
| 2023-11-16 | 92,467.44 |
| 2023-11-17 | 92,329.80 |
| 2023-11-20 | 92,632.61 |
| 2023-11-21 | 92,770.25 |
| 2023-11-22 | 91,696.65 |
| 2023-11-23 | 92,219.69 |
| 2023-11-24 | 91,531.48 |
| 2023-11-27 | 90,870.80 |
| 2023-11-28 | 90,980.92 |
| 2023-11-29 | 90,237.65 |
| 2023-11-30 | 90,347.77 |
| 2023-12-01 | 89,962.37 |
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。