Thoughts on managing rollover risk for continuous futures contracts?

Been looking more into the commodities space, specifically some of the continuous futures contracts. My broker shows a continuous chart for things like crude oil, for example. I'm trying to wrap my head around how those rollovers are typically managed from a risk perspective when you're holding a position over time.

Is the general approach to just accept the spread difference between the expiring and next contract as a P&L event, or are there more sophisticated ways some of you adjust your positions or sizing around those periods to minimize the impact? It seems like a minor thing until it isn't, especially with the vol we've seen in crude lately. Just trying to understand how more experienced traders here deal with it as part of their strategy, or if it's just considered the cost of doing business in these markets.