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 19 页
| 日期 | 原档案净值（元） |
|---|---|
| 2023-09-15 | 97,219.80 |
| 2023-09-18 | 96,311.20 |
| 2023-09-19 | 96,806.80 |
| 2023-09-20 | 96,503.93 |
| 2023-09-21 | 96,063.40 |
| 2023-09-22 | 95,154.80 |
| 2023-09-25 | 97,082.13 |
| 2023-09-26 | 96,531.47 |
| 2023-09-27 | 96,008.33 |
| 2023-09-28 | 96,503.93 |
| 2023-10-09 | 95,733.00 |
| 2023-10-10 | 95,980.80 |
| 2023-10-11 | 95,402.60 |
| 2023-10-12 | 96,090.93 |
| 2023-10-13 | 95,540.27 |
| 2023-10-16 | 95,154.80 |
| 2023-10-17 | 94,163.61 |
| 2023-10-18 | 94,136.08 |
| 2023-10-19 | 93,062.28 |
| 2023-10-20 | 90,942.22 |
| 2023-10-23 | 90,529.22 |
| 2023-10-24 | 90,116.23 |
| 2023-10-25 | 91,079.89 |
| 2023-10-26 | 90,171.29 |
| 2023-10-27 | 90,694.42 |
| 2023-10-30 | 92,016.02 |
| 2023-10-31 | 92,649.28 |
| 2023-11-01 | 93,612.94 |
| 2023-11-02 | 92,731.88 |
| 2023-11-03 | 92,263.82 |
| 2023-11-06 | 93,475.28 |
| 2023-11-07 | 93,943.34 |
| 2023-11-08 | 93,695.54 |
| 2023-11-09 | 93,365.15 |
| 2023-11-10 | 93,282.55 |
| 2023-11-13 | 93,034.75 |
| 2023-11-14 | 92,897.08 |
| 2023-11-15 | 93,612.94 |
| 2023-11-16 | 93,337.61 |
| 2023-11-17 | 92,236.28 |
| 2023-11-20 | 92,429.02 |
| 2023-11-21 | 92,924.61 |
| 2023-11-22 | 92,539.15 |
| 2023-11-23 | 91,658.09 |
| 2023-11-24 | 92,126.15 |
| 2023-11-27 | 91,520.42 |
| 2023-11-28 | 90,721.96 |
| 2023-11-29 | 91,024.82 |
| 2023-11-30 | 90,143.76 |
| 2023-12-01 | 90,336.49 |
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。