Roll Return

Can anyone explain why the statement below is true?

“A long position in backwardation will produce a greater roll return than a position in contango if the price increases.”

Thank you

In backwardation the futures curve is downward sloping, possibly due to a convenience yield. You can gain just through buy+hold.

Backwardation generate positive roll yield. Contango is negative roll yeild.

Backwardation market long dated futures < short dated futures and hence the cost of long dated future/s is less. Rolling contracts will thus produce a positive roll yield as the cost is less