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 12 页
| 日期 | 原档案净值（元） |
|---|---|
| 2022-04-13 | 104,818.96 |
| 2022-04-14 | 105,507.29 |
| 2022-04-15 | 105,066.76 |
| 2022-04-18 | 104,653.76 |
| 2022-04-19 | 105,066.76 |
| 2022-04-20 | 104,295.83 |
| 2022-04-21 | 102,093.18 |
| 2022-04-22 | 99,697.79 |
| 2022-04-25 | 99,147.12 |
| 2022-04-26 | 95,595.34 |
| 2022-04-27 | 94,356.34 |
| 2022-04-28 | 97,137.20 |
| 2022-04-29 | 98,706.59 |
| 2022-05-05 | 100,110.78 |
| 2022-05-06 | 98,596.46 |
| 2022-05-09 | 97,302.40 |
| 2022-05-10 | 96,063.40 |
| 2022-05-11 | 98,155.93 |
| 2022-05-12 | 99,422.45 |
| 2022-05-13 | 100,331.05 |
| 2022-05-16 | 100,661.45 |
| 2022-05-17 | 99,560.12 |
| 2022-05-18 | 100,854.18 |
| 2022-05-19 | 99,202.19 |
| 2022-05-20 | 101,212.11 |
| 2022-05-23 | 102,836.57 |
| 2022-05-24 | 101,927.98 |
| 2022-05-25 | 99,560.12 |
| 2022-05-26 | 100,193.38 |
| 2022-05-27 | 101,267.18 |
| 2022-05-30 | 101,212.11 |
| 2022-05-31 | 101,349.78 |
| 2022-06-01 | 103,111.90 |
| 2022-06-02 | 102,478.64 |
| 2022-06-06 | 103,194.50 |
| 2022-06-07 | 105,094.30 |
| 2022-06-08 | 105,755.09 |
| 2022-06-09 | 106,581.09 |
| 2022-06-10 | 105,039.23 |
| 2022-06-13 | 106,443.42 |
| 2022-06-14 | 105,204.43 |
| 2022-06-15 | 107,076.69 |
| 2022-06-16 | 108,866.35 |
| 2022-06-17 | 107,296.95 |
| 2022-06-20 | 109,774.94 |
| 2022-06-21 | 110,077.81 |
| 2022-06-22 | 110,022.74 |
| 2022-06-23 | 108,673.61 |
| 2022-06-24 | 110,986.41 |
| 2022-06-27 | 112,473.20 |
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。