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 22 页
| 日期 | 原档案净值（元） |
|---|---|
| 2024-05-08 | 94,494.01 |
| 2024-05-09 | 93,860.74 |
| 2024-05-10 | 95,044.67 |
| 2024-05-13 | 94,328.81 |
| 2024-05-14 | 94,824.41 |
| 2024-05-15 | 94,604.14 |
| 2024-05-16 | 94,136.08 |
| 2024-05-17 | 94,273.74 |
| 2024-05-20 | 95,567.80 |
| 2024-05-21 | 95,485.20 |
| 2024-05-22 | 95,237.40 |
| 2024-05-23 | 95,264.94 |
| 2024-05-24 | 94,191.14 |
| 2024-05-27 | 93,447.74 |
| 2024-05-28 | 94,163.61 |
| 2024-05-29 | 93,530.34 |
| 2024-05-30 | 93,392.68 |
| 2024-05-31 | 93,365.15 |
| 2024-06-03 | 92,759.41 |
| 2024-06-04 | 92,897.08 |
| 2024-06-05 | 93,668.01 |
| 2024-06-06 | 93,475.28 |
| 2024-06-07 | 93,365.15 |
| 2024-06-11 | 92,401.48 |
| 2024-06-12 | 91,768.22 |
| 2024-06-13 | 92,071.08 |
| 2024-06-14 | 91,300.15 |
| 2024-06-17 | 91,575.49 |
| 2024-06-18 | 91,905.88 |
| 2024-06-19 | 92,126.15 |
| 2024-06-20 | 91,740.69 |
| 2024-06-21 | 91,024.82 |
| 2024-06-24 | 90,611.82 |
| 2024-06-25 | 90,419.09 |
| 2024-06-26 | 89,730.76 |
| 2024-06-27 | 90,281.42 |
| 2024-06-28 | 89,840.89 |
| 2024-07-01 | 90,198.82 |
| 2024-07-02 | 90,391.56 |
| 2024-07-03 | 90,391.56 |
| 2024-07-04 | 90,364.02 |
| 2024-07-05 | 89,730.76 |
| 2024-07-08 | 89,207.63 |
| 2024-07-09 | 88,601.90 |
| 2024-07-10 | 89,565.56 |
| 2024-07-11 | 90,281.42 |
| 2024-07-12 | 90,859.62 |
| 2024-07-15 | 90,859.62 |
| 2024-07-16 | 91,107.42 |
| 2024-07-17 | 91,905.88 |
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。