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 21 页
| 日期 | 原档案净值（元） |
|---|---|
| 2024-02-21 | 89,136.52 |
| 2024-02-22 | 89,852.26 |
| 2024-02-23 | 89,934.84 |
| 2024-02-26 | 88,971.35 |
| 2024-02-27 | 90,100.01 |
| 2024-02-28 | 89,108.99 |
| 2024-02-29 | 90,623.05 |
| 2024-03-01 | 91,366.31 |
| 2024-03-04 | 91,283.73 |
| 2024-03-05 | 92,082.05 |
| 2024-03-06 | 91,696.65 |
| 2024-03-07 | 91,173.61 |
| 2024-03-08 | 91,448.90 |
| 2024-03-11 | 92,770.25 |
| 2024-03-12 | 92,907.90 |
| 2024-03-13 | 92,329.80 |
| 2024-03-14 | 91,971.93 |
| 2024-03-15 | 92,219.69 |
| 2024-03-18 | 93,073.07 |
| 2024-03-19 | 92,439.92 |
| 2024-03-20 | 92,522.50 |
| 2024-03-21 | 92,467.44 |
| 2024-03-22 | 91,614.07 |
| 2024-03-25 | 91,091.03 |
| 2024-03-26 | 91,393.84 |
| 2024-03-27 | 90,347.77 |
| 2024-03-28 | 90,815.75 |
| 2024-03-29 | 91,256.20 |
| 2024-04-01 | 92,852.84 |
| 2024-04-02 | 92,522.50 |
| 2024-04-03 | 92,137.10 |
| 2024-04-08 | 91,338.78 |
| 2024-04-09 | 91,173.61 |
| 2024-04-10 | 90,457.88 |
| 2024-04-11 | 90,375.30 |
| 2024-04-12 | 89,604.50 |
| 2024-04-15 | 91,614.07 |
| 2024-04-16 | 90,733.16 |
| 2024-04-17 | 91,999.46 |
| 2024-04-18 | 92,164.63 |
| 2024-04-19 | 91,393.84 |
| 2024-04-22 | 91,201.14 |
| 2024-04-23 | 90,512.94 |
| 2024-04-24 | 90,898.33 |
| 2024-04-25 | 91,173.61 |
| 2024-04-26 | 92,550.03 |
| 2024-04-29 | 93,733.74 |
| 2024-04-30 | 93,238.23 |
| 2024-05-06 | 94,614.65 |
| 2024-05-07 | 94,669.70 |
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。