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 21 页
| 日期 | 原档案净值（元） |
|---|---|
| 2024-02-21 | 87,473.04 |
| 2024-02-22 | 89,097.50 |
| 2024-02-23 | 89,868.43 |
| 2024-02-26 | 89,895.96 |
| 2024-02-27 | 88,767.10 |
| 2024-02-28 | 90,198.82 |
| 2024-02-29 | 88,904.76 |
| 2024-03-01 | 90,584.29 |
| 2024-03-04 | 91,272.62 |
| 2024-03-05 | 90,969.76 |
| 2024-03-06 | 91,960.95 |
| 2024-03-07 | 91,685.62 |
| 2024-03-08 | 91,245.09 |
| 2024-03-11 | 91,410.29 |
| 2024-03-12 | 92,842.01 |
| 2024-03-13 | 92,897.08 |
| 2024-03-14 | 92,208.75 |
| 2024-03-15 | 91,713.15 |
| 2024-03-18 | 92,236.28 |
| 2024-03-19 | 92,924.61 |
| 2024-03-20 | 92,236.28 |
| 2024-03-21 | 92,759.41 |
| 2024-03-22 | 92,401.48 |
| 2024-03-25 | 91,382.75 |
| 2024-03-26 | 91,107.42 |
| 2024-03-27 | 91,272.62 |
| 2024-03-28 | 90,308.96 |
| 2024-03-29 | 90,749.49 |
| 2024-04-01 | 91,658.09 |
| 2024-04-02 | 92,842.01 |
| 2024-04-03 | 92,484.08 |
| 2024-04-08 | 91,933.42 |
| 2024-04-09 | 91,300.15 |
| 2024-04-10 | 91,217.55 |
| 2024-04-11 | 90,033.63 |
| 2024-04-12 | 90,391.56 |
| 2024-04-15 | 89,620.63 |
| 2024-04-16 | 91,217.55 |
| 2024-04-17 | 90,749.49 |
| 2024-04-18 | 91,768.22 |
| 2024-04-19 | 91,795.75 |
| 2024-04-22 | 91,382.75 |
| 2024-04-23 | 91,217.55 |
| 2024-04-24 | 90,694.42 |
| 2024-04-25 | 90,639.36 |
| 2024-04-26 | 91,217.55 |
| 2024-04-29 | 92,676.81 |
| 2024-04-30 | 93,723.08 |
| 2024-05-06 | 94,411.41 |
| 2024-05-07 | 94,549.07 |
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。