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 14 页
| 日期 | 原档案净值（元） |
|---|---|
| 2022-09-06 | 103,277.10 |
| 2022-09-07 | 103,332.17 |
| 2022-09-08 | 104,048.03 |
| 2022-09-09 | 103,607.50 |
| 2022-09-13 | 105,231.96 |
| 2022-09-14 | 104,350.90 |
| 2022-09-15 | 104,350.90 |
| 2022-09-16 | 102,781.51 |
| 2022-09-19 | 100,496.25 |
| 2022-09-20 | 100,826.65 |
| 2022-09-21 | 100,110.78 |
| 2022-09-22 | 99,147.12 |
| 2022-09-23 | 98,789.19 |
| 2022-09-26 | 97,908.13 |
| 2022-09-27 | 98,183.46 |
| 2022-09-28 | 98,871.79 |
| 2022-09-29 | 98,348.66 |
| 2022-09-30 | 97,770.46 |
| 2022-10-10 | 96,999.53 |
| 2022-10-11 | 94,907.01 |
| 2022-10-12 | 94,796.87 |
| 2022-10-13 | 95,595.34 |
| 2022-10-14 | 96,586.53 |
| 2022-10-17 | 97,770.46 |
| 2022-10-18 | 98,568.92 |
| 2022-10-19 | 97,632.79 |
| 2022-10-20 | 95,705.47 |
| 2022-10-21 | 96,173.53 |
| 2022-10-24 | 95,127.27 |
| 2022-10-25 | 92,181.22 |
| 2022-10-26 | 92,126.15 |
| 2022-10-27 | 93,475.28 |
| 2022-10-28 | 91,768.22 |
| 2022-10-31 | 89,097.50 |
| 2022-11-01 | 89,235.16 |
| 2022-11-02 | 91,988.48 |
| 2022-11-03 | 92,869.55 |
| 2022-11-04 | 92,539.15 |
| 2022-11-07 | 95,430.14 |
| 2022-11-08 | 96,090.93 |
| 2022-11-09 | 95,457.67 |
| 2022-11-10 | 93,778.14 |
| 2022-11-11 | 96,311.20 |
| 2022-11-14 | 97,853.06 |
| 2022-11-15 | 96,311.20 |
| 2022-11-16 | 98,403.72 |
| 2022-11-17 | 97,522.66 |
| 2022-11-18 | 97,412.53 |
| 2022-11-21 | 96,173.53 |
| 2022-11-22 | 95,898.20 |
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。