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 28 页
| 日期 | 原档案净值（元） |
|---|---|
| 2025-07-30 | 113,136.26 |
| 2025-07-31 | 111,016.16 |
| 2025-08-01 | 110,410.42 |
| 2025-08-04 | 110,933.56 |
| 2025-08-05 | 111,787.10 |
| 2025-08-06 | 112,089.98 |
| 2025-08-07 | 112,062.44 |
| 2025-08-08 | 111,787.10 |
| 2025-08-11 | 112,310.25 |
| 2025-08-12 | 113,026.12 |
| 2025-08-13 | 113,989.81 |
| 2025-08-14 | 113,797.07 |
| 2025-08-15 | 114,870.89 |
| 2025-08-18 | 115,751.97 |
| 2025-08-19 | 115,146.22 |
| 2025-08-20 | 116,770.72 |
| 2025-08-21 | 117,156.19 |
| 2025-08-22 | 119,937.10 |
| 2025-08-25 | 122,305.00 |
| 2025-08-26 | 121,644.19 |
| 2025-08-27 | 119,826.96 |
| 2025-08-28 | 122,139.80 |
| 2025-08-29 | 123,296.22 |
| 2025-09-01 | 123,709.23 |
| 2025-09-02 | 122,993.35 |
| 2025-09-03 | 121,864.46 |
| 2025-09-04 | 119,303.82 |
| 2025-09-05 | 122,002.13 |
| 2025-09-08 | 122,029.67 |
| 2025-09-09 | 121,286.25 |
| 2025-09-10 | 121,561.59 |
| 2025-09-11 | 124,920.71 |
| 2025-09-12 | 123,846.89 |
| 2025-09-15 | 124,067.16 |
| 2025-09-16 | 123,819.36 |
| 2025-09-17 | 124,727.98 |
| 2025-09-18 | 123,103.48 |
| 2025-09-19 | 123,378.82 |
| 2025-09-22 | 123,791.83 |
| 2025-09-23 | 123,874.43 |
| 2025-09-24 | 125,003.31 |
| 2025-09-25 | 125,884.39 |
| 2025-09-26 | 124,672.91 |
| 2025-09-29 | 126,793.01 |
| 2025-09-30 | 127,150.95 |
| 2025-10-09 | 129,215.98 |
| 2025-10-10 | 126,545.20 |
| 2025-10-13 | 125,801.79 |
| 2025-10-14 | 124,507.71 |
| 2025-10-15 | 126,187.26 |
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。