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 20 页
| 日期 | 原档案净值（元） |
|---|---|
| 2023-12-04 | 90,061.16 |
| 2023-12-05 | 89,180.10 |
| 2023-12-06 | 87,390.44 |
| 2023-12-07 | 87,583.17 |
| 2023-12-08 | 87,417.97 |
| 2023-12-11 | 87,004.97 |
| 2023-12-12 | 87,996.17 |
| 2023-12-13 | 88,161.37 |
| 2023-12-14 | 87,307.84 |
| 2023-12-15 | 86,729.64 |
| 2023-12-18 | 85,848.58 |
| 2023-12-19 | 85,821.04 |
| 2023-12-20 | 86,013.78 |
| 2023-12-21 | 84,664.65 |
| 2023-12-22 | 85,821.04 |
| 2023-12-25 | 86,041.31 |
| 2023-12-26 | 86,261.57 |
| 2023-12-27 | 85,793.51 |
| 2023-12-28 | 85,931.18 |
| 2023-12-29 | 88,326.57 |
| 2024-01-02 | 88,712.03 |
| 2024-01-03 | 87,170.17 |
| 2024-01-04 | 87,060.04 |
| 2024-01-05 | 86,013.78 |
| 2024-01-08 | 85,600.78 |
| 2024-01-09 | 84,554.52 |
| 2024-01-10 | 84,526.98 |
| 2024-01-11 | 84,279.18 |
| 2024-01-12 | 84,554.52 |
| 2024-01-15 | 83,976.32 |
| 2024-01-16 | 84,251.65 |
| 2024-01-17 | 84,719.71 |
| 2024-01-18 | 82,792.39 |
| 2024-01-19 | 83,645.92 |
| 2024-01-22 | 84,086.45 |
| 2024-01-23 | 82,269.26 |
| 2024-01-24 | 83,370.59 |
| 2024-01-25 | 84,224.12 |
| 2024-01-26 | 85,821.04 |
| 2024-01-29 | 85,903.64 |
| 2024-01-30 | 84,526.98 |
| 2024-01-31 | 83,205.39 |
| 2024-02-01 | 82,296.79 |
| 2024-02-02 | 82,792.39 |
| 2024-02-05 | 81,140.40 |
| 2024-02-06 | 81,883.79 |
| 2024-02-07 | 85,325.45 |
| 2024-02-08 | 86,481.84 |
| 2024-02-19 | 87,087.57 |
| 2024-02-20 | 87,335.37 |
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。