Futures - Is roll return related to rolling-over?

According to the alternative investment content,

return regarding future consits of Spot Return, Collateral return, Roll return.

in this context, is ‘roll return’ related to the rolling-over?

I thought roll return comes from selling expensive futures which have short time to expiration and buying cheap futures which have long time to expiration.

CFAI Vol 5 Reading 25 Exhibit 16 (p.49) explains roll return = change in price of futures - change in price of spot and say nothing about selling one futurues and buying another.

So… still confusing with the definition of the word ‘roll’?

rolling over means exactly that.

you buy a futures contract of say 3 months duration with a futures price of f1 today.

3 months later - that contract is due, but you need to keep the futures position going.

so you sell that futures at s1 (today’s spot) and buy a fresh 3 month contract at f2.

your roll return on your position is (f1 - s1).