Jiaxiang YAN回答（1）
Johnny2023-05-16 21:05:06
Johnny同学你好
Roll return=[(Near-term futures contract closing price − Farther-term futures contract closing price)/Near-term futures contract closing price] × Percentage of the position in the futures contract being rolled.
由于near term price小于farther term price，这就会导致roll return为负
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