CFD Rollover Costs - Am I missing something obvious?

Hey everyone, fairly new to actively trading CFDs and trying to get my head around the true cost of holding positions overnight, especially on indices like $US30 or $DE40. I get the financing charges, and those are clear enough. But then there's the 'rollover' adjustment. Sometimes it seems negligible, other times it feels like a significant chunk, even on a modest position. I've read the broker's explanation a few times, about interest rate differentials and dividend adjustments, but it still feels a bit opaque in practice. Is there a simple rule of thumb or a way to forecast these better, or is it just one of those things you bake into your risk-sizing and accept as a fluctuating holding cost? Just trying to avoid any nasty surprises.