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 20 页
| 日期 | 原档案净值（元） |
|---|---|
| 2023-12-04 | 89,319.55 |
| 2023-12-05 | 87,502.32 |
| 2023-12-06 | 87,639.99 |
| 2023-12-07 | 87,392.18 |
| 2023-12-08 | 87,584.92 |
| 2023-12-11 | 88,245.73 |
| 2023-12-12 | 88,466.00 |
| 2023-12-13 | 86,869.04 |
| 2023-12-14 | 86,428.50 |
| 2023-12-15 | 86,235.77 |
| 2023-12-18 | 85,850.29 |
| 2023-12-19 | 85,905.36 |
| 2023-12-20 | 85,051.81 |
| 2023-12-21 | 85,905.36 |
| 2023-12-22 | 86,070.56 |
| 2023-12-25 | 86,318.37 |
| 2023-12-26 | 85,767.69 |
| 2023-12-27 | 86,043.03 |
| 2023-12-28 | 88,355.87 |
| 2023-12-29 | 88,631.20 |
| 2024-01-02 | 87,364.65 |
| 2024-01-03 | 87,089.31 |
| 2024-01-04 | 86,263.30 |
| 2024-01-05 | 85,795.23 |
| 2024-01-08 | 84,501.14 |
| 2024-01-09 | 84,721.41 |
| 2024-01-10 | 84,280.87 |
| 2024-01-11 | 84,804.01 |
| 2024-01-12 | 84,501.14 |
| 2024-01-15 | 84,391.00 |
| 2024-01-16 | 84,996.75 |
| 2024-01-17 | 82,931.71 |
| 2024-01-18 | 84,170.73 |
| 2024-01-19 | 84,363.47 |
| 2024-01-22 | 82,463.64 |
| 2024-01-23 | 83,069.38 |
| 2024-01-24 | 84,473.60 |
| 2024-01-25 | 86,015.50 |
| 2024-01-26 | 85,850.29 |
| 2024-01-29 | 85,024.28 |
| 2024-01-30 | 83,482.39 |
| 2024-01-31 | 82,904.18 |
| 2024-02-01 | 82,794.04 |
| 2024-02-02 | 81,968.03 |
| 2024-02-05 | 82,518.71 |
| 2024-02-06 | 85,354.68 |
| 2024-02-07 | 86,153.16 |
| 2024-02-08 | 86,758.91 |
| 2024-02-19 | 87,502.32 |
| 2024-02-20 | 87,832.72 |
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。