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 24 页
| 日期 | 原档案净值（元） |
|---|---|
| 2024-09-30 | 110,740.82 |
| 2024-10-08 | 115,669.37 |
| 2024-10-09 | 104,931.19 |
| 2024-10-10 | 106,693.36 |
| 2024-10-11 | 103,692.18 |
| 2024-10-14 | 105,426.80 |
| 2024-10-15 | 102,425.62 |
| 2024-10-16 | 101,737.28 |
| 2024-10-17 | 100,553.33 |
| 2024-10-18 | 104,765.99 |
| 2024-10-21 | 104,765.99 |
| 2024-10-22 | 105,426.80 |
| 2024-10-23 | 105,839.81 |
| 2024-10-24 | 104,628.32 |
| 2024-10-25 | 105,426.80 |
| 2024-10-28 | 105,592.01 |
| 2024-10-29 | 104,683.39 |
| 2024-10-30 | 103,526.97 |
| 2024-10-31 | 103,526.97 |
| 2024-11-01 | 103,747.24 |
| 2024-11-04 | 105,206.53 |
| 2024-11-05 | 108,097.58 |
| 2024-11-06 | 107,381.70 |
| 2024-11-07 | 111,153.83 |
| 2024-11-08 | 109,667.00 |
| 2024-11-11 | 110,245.21 |
| 2024-11-12 | 108,978.66 |
| 2024-11-13 | 109,694.54 |
| 2024-11-14 | 107,739.64 |
| 2024-11-15 | 105,839.81 |
| 2024-11-18 | 105,371.74 |
| 2024-11-19 | 105,922.41 |
| 2024-11-20 | 106,197.75 |
| 2024-11-21 | 106,335.42 |
| 2024-11-22 | 103,031.36 |
| 2024-11-25 | 102,425.62 |
| 2024-11-26 | 102,205.35 |
| 2024-11-27 | 103,967.51 |
| 2024-11-28 | 103,169.03 |
| 2024-11-29 | 104,352.99 |
| 2024-12-02 | 105,179.00 |
| 2024-12-03 | 105,289.13 |
| 2024-12-04 | 104,710.92 |
| 2024-12-05 | 104,518.19 |
| 2024-12-06 | 105,894.88 |
| 2024-12-09 | 105,812.28 |
| 2024-12-10 | 106,665.82 |
| 2024-12-11 | 106,390.48 |
| 2024-12-12 | 107,546.90 |
| 2024-12-13 | 104,876.13 |
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。