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 30 页
| 日期 | 原档案净值（元） |
|---|---|
| 2025-12-25 | 127,396.20 |
| 2025-12-26 | 127,836.74 |
| 2025-12-29 | 128,222.20 |
| 2025-12-30 | 127,286.07 |
| 2025-12-31 | 128,139.60 |
| 2026-01-05 | 128,304.80 |
| 2026-01-06 | 130,149.53 |
| 2026-01-07 | 132,076.85 |
| 2026-01-08 | 131,195.79 |
| 2026-01-09 | 130,342.26 |
| 2026-01-12 | 131,333.45 |
| 2026-01-13 | 132,131.92 |
| 2026-01-14 | 131,416.05 |
| 2026-01-15 | 130,121.99 |
| 2026-01-16 | 131,663.85 |
| 2026-01-19 | 130,424.86 |
| 2026-01-20 | 130,369.79 |
| 2026-01-21 | 129,653.93 |
| 2026-01-22 | 130,534.99 |
| 2026-01-23 | 130,287.19 |
| 2026-01-26 | 129,736.53 |
| 2026-01-27 | 129,736.53 |
| 2026-01-28 | 130,094.46 |
| 2026-01-29 | 130,066.93 |
| 2026-01-30 | 130,397.32 |
| 2026-02-02 | 128,855.46 |
| 2026-02-03 | 127,754.14 |
| 2026-02-04 | 128,084.53 |
| 2026-02-05 | 128,855.46 |
| 2026-02-06 | 127,836.74 |
| 2026-02-09 | 129,268.46 |
| 2026-02-10 | 130,314.72 |
| 2026-02-11 | 130,149.53 |
| 2026-02-12 | 130,204.59 |
| 2026-02-13 | 129,791.59 |
| 2026-02-24 | 130,094.46 |
| 2026-02-25 | 129,874.19 |
| 2026-02-26 | 130,810.32 |
| 2026-02-27 | 129,956.79 |
| 2026-03-02 | 129,240.93 |
| 2026-03-03 | 130,534.99 |
| 2026-03-04 | 127,754.14 |
| 2026-03-05 | 127,946.87 |
| 2026-03-06 | 127,754.14 |
| 2026-03-09 | 127,286.07 |
| 2026-03-10 | 127,809.20 |
| 2026-03-11 | 129,020.66 |
| 2026-03-12 | 129,708.99 |
| 2026-03-13 | 128,635.20 |
| 2026-03-16 | 128,717.80 |
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。