Simple answer: You can't eliminate the roll yield effect. But I'd say that futures performance is already "mostly" driven by moves in commodity spot prices, since these tend to be larger than the cost-of-carry contributions (e.g., a commodity easily moves 5% up or down in a month whereas cost of carry is a fraction of a percent per month).
The normal case of contango produces a negative roll yield, which represents the cost of financing and storage. The cost of financing (interest) doesn't significantly affect your return if you're not leveraged, because the cash balance (excess margin) is earning compensating interest -- as noted by S Spring. Especially for the professional investors who arbitrage an ETP, the deposit and borrowing rates are very close; thus the effect should cancel out of the unleveraged ETP performance. That leaves storage cost, which is typically quite small (because physical/futures arbitrage will be bid down by the professional bulk dealers with the lowest costs).
In backwardation, futures pricing is driven by a temporary shortage of the commodity. Here you benefit from a positive roll yield, which is the market's way of telling you that you should not store the commodity, but should profitably "lend" it (by rolling your future) to put it in the hands of people with an immediate use for it.