区间收益+26.19%
区间年化+3.55%
最大回撤-44.75%
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 | +31.11% | 2020-01-02 — 2020-12-31 |
| 2021 | -4.32% | 2020-12-31 — 2021-12-31 |
| 2022 | -21.68% | 2021-12-31 — 2022-12-30 |
| 2023 | -10.43% | 2022-12-30 — 2023-12-29 |
| 2024 | +18.39% | 2023-12-29 — 2024-12-31 |
| 2025 | +21.49% | 2024-12-31 — 2025-12-31 |
| 2026 · YTD | -0.30% | 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 15 页
| 日期 | 原档案净值（元） |
|---|---|
| 2022-11-23 | 96,092.86 |
| 2022-11-24 | 95,597.25 |
| 2022-11-25 | 96,175.46 |
| 2022-11-28 | 94,936.44 |
| 2022-11-29 | 98,130.35 |
| 2022-11-30 | 98,212.96 |
| 2022-12-01 | 99,451.97 |
| 2022-12-02 | 98,818.70 |
| 2022-12-05 | 100,773.60 |
| 2022-12-06 | 101,406.87 |
| 2022-12-07 | 101,076.47 |
| 2022-12-08 | 101,324.27 |
| 2022-12-09 | 102,260.42 |
| 2022-12-12 | 101,104.00 |
| 2022-12-13 | 100,801.13 |
| 2022-12-14 | 101,076.47 |
| 2022-12-15 | 101,021.40 |
| 2022-12-16 | 101,131.53 |
| 2022-12-19 | 99,534.58 |
| 2022-12-20 | 97,799.95 |
| 2022-12-21 | 97,717.35 |
| 2022-12-22 | 97,937.62 |
| 2022-12-23 | 97,662.28 |
| 2022-12-26 | 97,910.08 |
| 2022-12-27 | 99,204.17 |
| 2022-12-28 | 98,846.23 |
| 2022-12-29 | 98,515.83 |
| 2022-12-30 | 98,956.37 |
| 2023-01-03 | 99,259.24 |
| 2023-01-04 | 99,396.91 |
| 2023-01-05 | 101,461.94 |
| 2023-01-06 | 101,902.48 |
| 2023-01-09 | 102,590.82 |
| 2023-01-10 | 102,756.03 |
| 2023-01-11 | 102,756.03 |
| 2023-01-12 | 102,921.23 |
| 2023-01-13 | 104,628.32 |
| 2023-01-16 | 106,362.95 |
| 2023-01-17 | 106,252.82 |
| 2023-01-18 | 106,005.01 |
| 2023-01-19 | 106,775.96 |
| 2023-01-20 | 107,409.23 |
| 2023-01-30 | 108,070.04 |
| 2023-01-31 | 106,803.49 |
| 2023-02-01 | 107,657.04 |
| 2023-02-02 | 107,381.70 |
| 2023-02-03 | 106,197.75 |
| 2023-02-06 | 104,628.32 |
| 2023-02-07 | 104,903.66 |
| 2023-02-08 | 104,435.59 |
数据来源、版本与可追溯信息
日度来源：optimization/close_valuation/consolidated_orders/benchmark_daily_nav.csv
日度 SHA-256：92d380f2ec884229bfa19e66fc7a294dd67ab003bed5f42c6fbebcd0302eccbd
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。