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 10 页
| 日期 | 原档案净值（元） |
|---|---|
| 2021-11-12 | 125,468.88 |
| 2021-11-15 | 125,413.81 |
| 2021-11-16 | 125,193.55 |
| 2021-11-17 | 124,835.61 |
| 2021-11-18 | 124,670.41 |
| 2021-11-19 | 123,651.69 |
| 2021-11-22 | 125,413.81 |
| 2021-11-23 | 125,468.88 |
| 2021-11-24 | 125,744.21 |
| 2021-11-25 | 126,074.61 |
| 2021-11-26 | 125,166.01 |
| 2021-11-29 | 123,376.35 |
| 2021-11-30 | 124,257.42 |
| 2021-12-01 | 123,679.22 |
| 2021-12-02 | 123,927.02 |
| 2021-12-03 | 124,312.48 |
| 2021-12-06 | 125,634.08 |
| 2021-12-07 | 125,992.01 |
| 2021-12-08 | 126,322.41 |
| 2021-12-09 | 128,277.27 |
| 2021-12-10 | 130,066.93 |
| 2021-12-13 | 130,727.72 |
| 2021-12-14 | 129,901.73 |
| 2021-12-15 | 129,433.66 |
| 2021-12-16 | 128,387.40 |
| 2021-12-17 | 128,827.93 |
| 2021-12-20 | 126,652.81 |
| 2021-12-21 | 124,835.61 |
| 2021-12-22 | 125,909.41 |
| 2021-12-23 | 125,936.94 |
| 2021-12-24 | 126,845.54 |
| 2021-12-27 | 126,047.08 |
| 2021-12-28 | 126,157.21 |
| 2021-12-29 | 126,818.01 |
| 2021-12-30 | 125,028.35 |
| 2021-12-31 | 126,405.01 |
| 2022-01-04 | 126,818.01 |
| 2022-01-05 | 125,551.48 |
| 2022-01-06 | 124,009.62 |
| 2022-01-07 | 123,376.35 |
| 2022-01-10 | 123,045.96 |
| 2022-01-11 | 123,706.75 |
| 2022-01-12 | 122,935.82 |
| 2022-01-13 | 124,202.35 |
| 2022-01-14 | 121,311.36 |
| 2022-01-17 | 120,567.97 |
| 2022-01-18 | 121,504.09 |
| 2022-01-19 | 123,101.02 |
| 2022-01-20 | 121,999.69 |
| 2022-01-21 | 122,963.36 |
数据来源、版本与可追溯信息
日度来源：optimization/cost_stress/extra_0_2bps/open_benchmark_daily_nav.csv
日度 SHA-256：49c9630cb42ba5f7fae088e95d614999ce67788b62418f1b28d2a849b7ed9efb
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。